+163.1%
ORCL vs RDW
-0.7%
+163.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.5% |
| 7D | -5.4% | +0.9% | -6.2% | -5.5% |
| 30D | -2.0% | -21.3% | +19.3% | +0.7% |
| 3M | -18.1% | -37.9% | +19.8% | -14.4% |
| 6M | -7.2% | +12.3% | -19.5% | -11.2% |
| YTD | -22.2% | +39.7% | -61.9% | -28.4% |
| 1Y | -50.6% | +25.7% | -76.3% | -54.7% |
| 3Y | +22.9% | +230.8% | -208.0% | -1.0% |
| 5Y | +79.3% | -8.8% | +88.0% | +50.9% |
| All | +163.1% | -0.7% | +163.8% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 10y: compounded portfolio wealth divided by compounded RDW 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…
10y analysis · Full analysis span regression · 6 months rolling