-49.5%
ORCL vs RBA
-2.0%
-47.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.1% |
| 7D | -14.4% | +12.7% | -27.0% | -15.6% |
| 30D | -12.8% | +15.5% | -28.4% | -14.4% |
| 3M | -14.8% | -14.0% | -0.7% | -11.8% |
| 6M | -30.9% | -8.8% | -22.1% | -29.8% |
| YTD | -35.7% | -6.9% | -28.7% | -35.0% |
| 1Y | -49.5% | -3.0% | -46.5% | -49.3% |
| All | -49.5% | -2.0% | -47.5% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling