+30.6%
ORCL vs RBA
+37.7%
-7.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -11.2% | +4.3% | -15.4% | -12.1% |
| 30D | -18.8% | +16.3% | -35.1% | -22.0% |
| 3M | -18.8% | +1.3% | -20.1% | -19.3% |
| 6M | -39.7% | -11.1% | -28.7% | -38.5% |
| YTD | -39.6% | -8.5% | -31.2% | -39.1% |
| 1Y | -51.7% | -2.1% | -49.6% | -52.2% |
| 3Y | +10.2% | +44.6% | -34.3% | -1.3% |
| All | +30.6% | +37.7% | -7.1% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling