+247.2%
ORCL vs RCL
+374.5%
-127.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -6.5% | +8.5% | -15.0% | -7.7% |
| 30D | -16.6% | +20.4% | -37.0% | -19.1% |
| 3M | -21.6% | +11.0% | -32.6% | -23.1% |
| 6M | -39.4% | +24.9% | -64.2% | -41.7% |
| YTD | -38.7% | +23.9% | -62.5% | -41.4% |
| 1Y | -50.4% | +30.8% | -81.2% | -53.1% |
| 3Y | +8.1% | +270.4% | -262.3% | -13.1% |
| 5Y | +34.5% | +296.1% | -261.6% | +3.6% |
| All | +247.2% | +374.5% | -127.3% | +156.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling