+33,471.1%
ORCL vs RJF
+49,848.3%
-16,377.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.6% | +3.7% |
| 7D | +5.3% | -0.6% | +5.9% | +5.6% |
| 30D | +10.0% | -1.3% | +11.2% | +10.5% |
| 3M | -32.6% | +18.9% | -51.5% | -36.9% |
| 6M | +4.9% | +15.0% | -10.1% | -0.6% |
| YTD | -17.8% | +12.2% | -30.0% | -21.6% |
| 1Y | -28.0% | +5.6% | -33.6% | -29.9% |
| 3Y | +36.0% | +74.9% | -38.8% | +8.9% |
| 5Y | +88.7% | +106.6% | -17.9% | +39.7% |
| 10Y | +346.9% | +433.1% | -86.2% | +120.5% |
| All | +33,471.1% | +49,848.3% | -16,377.2% | +3,643.5% |
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