+29.8%
ORCL vs RBA
+48.6%
-18.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.6% | -6.9% |
| 7D | -17.5% | +7.3% | -24.8% | -18.9% |
| 30D | -20.2% | +16.9% | -37.1% | -23.3% |
| 3M | -19.9% | -0.5% | -19.5% | -20.1% |
| 6M | -37.4% | -10.4% | -27.0% | -36.2% |
| YTD | -40.1% | -7.2% | -32.9% | -39.8% |
| 1Y | -53.4% | -2.2% | -51.1% | -53.8% |
| 3Y | +10.4% | +43.7% | -33.3% | -0.9% |
| 5Y | +29.8% | +38.7% | -8.9% | +13.4% |
| All | +29.8% | +48.6% | -18.9% | +13.4% |
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