+82.4%
ORCL vs RDW
-13.0%
+95.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -5.6% |
| 7D | -0.7% | +4.8% | -5.5% | -1.3% |
| 30D | +5.1% | -19.5% | +24.7% | +7.7% |
| 3M | -23.7% | -26.9% | +3.2% | -21.9% |
| 6M | +3.1% | +17.8% | -14.7% | -1.8% |
| YTD | -20.8% | +43.0% | -63.8% | -27.4% |
| 1Y | -52.9% | +32.1% | -85.0% | -57.0% |
| 3Y | +25.4% | +250.6% | -225.2% | +0.3% |
| 5Y | +82.4% | -6.6% | +89.0% | +52.8% |
| All | +82.4% | -13.0% | +95.5% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling