+669.2%
ORCL vs BX
+833.1%
-163.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -6.5% | +3.7% | -10.2% | -7.5% |
| 30D | -16.6% | +8.2% | -24.8% | -18.7% |
| 3M | -21.6% | -12.7% | -8.9% | -18.8% |
| 6M | -39.4% | +1.0% | -40.3% | -39.9% |
| YTD | -38.7% | -17.2% | -21.4% | -35.8% |
| 1Y | -50.4% | -11.6% | -38.8% | -49.0% |
| 3Y | +8.1% | +36.8% | -28.7% | -1.8% |
| 5Y | +34.5% | +4.8% | +29.7% | +26.2% |
| 10Y | +246.0% | +672.8% | -426.8% | +90.7% |
| All | +669.2% | +833.1% | -163.9% | +247.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling