-28.0%
ORCL vs RCL
-23.9%
-4.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +5.3% | -5.1% | +10.3% | +5.8% |
| 30D | +10.0% | -19.0% | +29.0% | +12.2% |
| 3M | -32.6% | -9.6% | -23.0% | -31.7% |
| 6M | +4.9% | -6.7% | +11.6% | +5.1% |
| YTD | -17.8% | -3.9% | -13.8% | -15.9% |
| 1Y | -28.0% | -25.1% | -2.9% | -35.2% |
| All | -28.0% | -23.9% | -4.1% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 1y: compounded portfolio wealth divided by compounded RCL 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…
1y analysis · Full analysis span regression · 6 months rolling