+17,240.6%
ORCL vs RCL
+5,591.8%
+11,648.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.1% | -3.8% | -6.2% |
| 7D | -17.5% | +3.9% | -21.4% | -18.4% |
| 30D | -20.2% | +11.8% | -31.9% | -22.3% |
| 3M | -19.9% | -0.8% | -19.1% | -20.1% |
| 6M | -37.4% | +23.6% | -61.0% | -40.8% |
| YTD | -40.1% | +17.6% | -57.7% | -43.4% |
| 1Y | -53.4% | +28.3% | -81.7% | -57.0% |
| 3Y | +10.4% | +261.4% | -251.0% | -21.2% |
| 5Y | +29.8% | +245.3% | -215.6% | -11.9% |
| 10Y | +249.2% | +381.8% | -132.6% | +79.4% |
| All | +17,240.6% | +5,591.8% | +11,648.8% | +3,335.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling