-43.3%
ORCL vs RBA
-5.6%
-37.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | +10.4% | -0.5% | +10.9% | +10.4% |
| 30D | -11.2% | +6.8% | -18.1% | -11.8% |
| 3M | -16.8% | +9.5% | -26.2% | -17.6% |
| 6M | -31.5% | -8.2% | -23.3% | -30.6% |
| YTD | -33.9% | -7.7% | -26.2% | -34.0% |
| 1Y | -43.3% | -6.9% | -36.3% | -43.1% |
| All | -43.3% | -5.6% | -37.7% | -43.1% |
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