+24,937.0%
ORCL vs RJF
+47,157.9%
-22,220.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -6.5% | +4.0% | -10.5% | -7.9% |
| 30D | -16.6% | +6.1% | -22.7% | -18.6% |
| 3M | -21.6% | -5.8% | -15.8% | -20.1% |
| 6M | -39.4% | +9.7% | -49.0% | -41.7% |
| YTD | -38.7% | +6.2% | -44.8% | -40.5% |
| 1Y | -50.4% | +5.3% | -55.6% | -51.6% |
| 3Y | +8.1% | +74.4% | -66.3% | -13.5% |
| 5Y | +34.5% | +81.6% | -47.0% | +4.1% |
| 10Y | +246.0% | +333.6% | -87.5% | +83.7% |
| All | +24,937.0% | +47,157.9% | -22,220.9% | +2,738.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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