-43.3%
ORCL vs RCL
+24.4%
-67.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.4% |
| 7D | +10.4% | -0.2% | +10.6% | +10.4% |
| 30D | -11.2% | +14.4% | -25.6% | -13.4% |
| 3M | -16.8% | +5.2% | -21.9% | -18.0% |
| 6M | -31.5% | +26.1% | -57.6% | -33.7% |
| YTD | -33.9% | +17.4% | -51.3% | -34.6% |
| 1Y | -43.3% | +24.7% | -67.9% | -40.8% |
| All | -43.3% | +24.4% | -67.6% | -40.8% |
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