+1,106.1%
ORCL vs RCAT
-100.0%
+1,206.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.1% |
| 7D | +5.3% | -1.4% | +6.7% | +5.3% |
| 30D | +10.0% | -3.3% | +13.3% | +10.0% |
| 3M | -32.6% | -43.2% | +10.6% | -32.5% |
| 6M | +4.9% | -43.2% | +48.1% | +5.0% |
| YTD | -17.8% | +5.5% | -23.3% | -17.8% |
| 1Y | -28.0% | -1.6% | -26.3% | -28.0% |
| 3Y | +36.0% | +773.7% | -737.7% | +35.5% |
| 5Y | +88.7% | +187.6% | -98.9% | +88.1% |
| 10Y | +346.9% | -98.5% | +445.4% | +344.0% |
| All | +1,106.1% | -100.0% | +1,206.1% | +1,173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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