+42.7%
ORCL vs RBA
+45.7%
-3.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | +8.0% | +1.7% | +6.2% | +7.5% |
| 30D | -4.0% | +8.3% | -12.3% | -6.0% |
| 3M | -19.5% | +10.5% | -30.0% | -21.6% |
| 6M | -33.5% | -5.9% | -27.6% | -33.0% |
| YTD | -34.8% | -6.9% | -28.0% | -34.5% |
| 1Y | -41.6% | -4.9% | -36.8% | -41.7% |
| 3Y | +13.8% | +64.5% | -50.7% | -1.1% |
| All | +42.7% | +45.7% | -3.1% | +25.8% |
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