+35.5%
ORCL vs RBA
+47.6%
-12.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +2.6% |
| 7D | +0.5% | +2.5% | -2.0% | -0.1% |
| 30D | -15.3% | +11.6% | -26.9% | -17.6% |
| 3M | -18.2% | +1.5% | -19.7% | -18.7% |
| 6M | -38.4% | -6.6% | -31.8% | -37.9% |
| YTD | -37.7% | -6.3% | -31.5% | -37.5% |
| 1Y | -49.3% | -4.0% | -45.3% | -49.5% |
| 3Y | +10.6% | +47.3% | -36.6% | -1.4% |
| 5Y | +35.5% | +47.7% | -12.2% | +18.5% |
| All | +35.5% | +47.6% | -12.1% | +18.5% |
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