+45.0%
ORCL vs RBRK
+137.4%
-92.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.5% | +2.9% |
| 7D | +15.0% | +3.7% | +11.3% | +14.0% |
| 30D | +10.5% | +1.7% | +8.8% | +9.5% |
| 3M | -23.0% | +27.7% | -50.8% | -28.6% |
| 6M | +7.0% | +60.3% | -53.3% | -6.0% |
| YTD | -15.8% | +19.8% | -35.6% | -22.9% |
| 1Y | -31.1% | -4.2% | -26.9% | -36.1% |
| All | +45.0% | +137.4% | -92.4% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling