+36.4%
ORCL vs RBRK
+130.3%
-93.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -0.7% | -3.5% | +2.8% | +0.1% |
| 30D | +5.1% | -8.3% | +13.4% | +6.9% |
| 3M | -23.7% | +24.7% | -48.4% | -28.8% |
| 6M | +3.1% | +58.9% | -55.8% | -9.2% |
| YTD | -20.8% | +16.3% | -37.0% | -26.9% |
| 1Y | -52.9% | +10.1% | -63.0% | -56.3% |
| All | +36.4% | +130.3% | -93.9% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 3y: compounded portfolio wealth divided by compounded RBRK 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…
3y analysis · Full analysis span regression · 6 months rolling