-41.6%
ORCL vs RCL
+25.0%
-66.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | +8.0% | -1.2% | +9.2% | +8.1% |
| 30D | -4.0% | +17.8% | -21.8% | -6.8% |
| 3M | -19.5% | +4.9% | -24.4% | -20.6% |
| 6M | -33.5% | +23.7% | -57.2% | -35.5% |
| YTD | -34.8% | +17.8% | -52.6% | -35.2% |
| 1Y | -41.6% | +28.9% | -70.5% | -37.0% |
| All | -41.6% | +25.0% | -66.6% | -37.0% |
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