+4,343.9%
ORCL vs RBA
+3,565.6%
+778.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +5.3% | -2.9% | +8.2% | +6.0% |
| 30D | +10.0% | -12.3% | +22.3% | +13.4% |
| 3M | -32.6% | -20.5% | -12.1% | -29.2% |
| 6M | +4.9% | -18.5% | +23.5% | +9.5% |
| YTD | -17.8% | -18.2% | +0.5% | -14.5% |
| 1Y | -28.0% | -27.5% | -0.5% | -23.1% |
| 3Y | +36.0% | +38.1% | -2.1% | +23.6% |
| 5Y | +88.7% | +44.8% | +43.9% | +66.0% |
| 10Y | +346.9% | +187.1% | +159.8% | +220.8% |
| All | +4,343.9% | +3,565.6% | +778.4% | +2,020.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling