+94.3%
ORCL vs BX
+26.0%
+68.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +3.0% |
| 7D | +15.0% | -2.0% | +17.0% | +15.8% |
| 30D | +10.5% | -2.3% | +12.8% | +11.5% |
| 3M | -23.0% | +18.5% | -41.5% | -28.1% |
| 6M | +7.0% | +23.7% | -16.7% | -1.7% |
| YTD | -15.8% | -10.4% | -5.5% | -13.1% |
| 1Y | -31.1% | -19.6% | -11.5% | -26.2% |
| 3Y | +33.3% | +30.8% | +2.5% | +21.6% |
| 5Y | +94.3% | +24.3% | +70.0% | +75.2% |
| All | +94.3% | +26.0% | +68.3% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling