+30.6%
ORCL vs RCL
+247.7%
-217.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -11.2% | +6.5% | -17.7% | -12.5% |
| 30D | -18.8% | +15.9% | -34.7% | -21.5% |
| 3M | -18.8% | +2.7% | -21.4% | -19.5% |
| 6M | -39.7% | +15.2% | -55.0% | -41.9% |
| YTD | -39.6% | +19.2% | -58.9% | -42.8% |
| 1Y | -51.7% | +31.6% | -83.3% | -55.5% |
| 3Y | +10.2% | +274.2% | -264.0% | -18.1% |
| All | +30.6% | +247.7% | -217.1% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling