+24,538.0%
ORCL vs RJF
+45,668.0%
-21,129.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -11.2% | +3.6% | -14.7% | -12.5% |
| 30D | -18.8% | +3.5% | -22.4% | -20.1% |
| 3M | -18.8% | -8.9% | -9.9% | -16.2% |
| 6M | -39.7% | +2.9% | -42.6% | -40.7% |
| YTD | -39.6% | +2.8% | -42.5% | -40.8% |
| 1Y | -51.7% | +2.7% | -54.4% | -52.6% |
| 3Y | +10.2% | +69.3% | -59.1% | -10.8% |
| 5Y | +30.8% | +75.0% | -44.2% | +2.6% |
| 10Y | +252.1% | +378.5% | -126.4% | +80.2% |
| All | +24,538.0% | +45,668.0% | -21,129.9% | +2,726.5% |
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