+346.9%
ORCL vs RCL
+326.6%
+20.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +5.3% | -5.1% | +10.3% | +6.1% |
| 30D | +10.0% | -19.0% | +29.0% | +13.7% |
| 3M | -32.6% | -9.6% | -23.0% | -31.7% |
| 6M | +4.9% | -6.7% | +11.6% | +5.6% |
| YTD | -17.8% | -3.9% | -13.8% | -18.0% |
| 1Y | -28.0% | -25.1% | -2.9% | -25.7% |
| 3Y | +36.0% | +179.1% | -143.1% | +14.5% |
| 5Y | +88.7% | +243.3% | -154.6% | +49.5% |
| All | +346.9% | +326.6% | +20.3% | +243.1% |
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