+1.7%
ORCL vs RDDT
+111.8%
-110.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.8% | +4.8% | +0.2% |
| 7D | +10.4% | +6.1% | +4.3% | +9.1% |
| 30D | -11.2% | -35.9% | +24.7% | -4.0% |
| 3M | -16.8% | -35.1% | +18.4% | -10.9% |
| 6M | -31.5% | -34.7% | +3.2% | -27.7% |
| YTD | -33.9% | -56.7% | +22.8% | -25.7% |
| 1Y | -43.3% | -50.9% | +7.7% | -37.6% |
| All | +1.7% | +111.8% | -110.1% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 RDDT 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