+150.8%
ORCL vs RKT
-9.3%
+160.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.1% | +4.1% | -0.5% |
| 7D | +10.4% | -7.5% | +17.9% | +11.2% |
| 30D | -11.2% | +26.6% | -37.8% | -13.6% |
| 3M | -16.8% | -2.4% | -14.3% | -16.8% |
| 6M | -31.5% | -7.4% | -24.1% | -31.4% |
| YTD | -33.9% | -29.2% | -4.7% | -32.4% |
| 1Y | -43.3% | -23.5% | -19.7% | -42.4% |
| 3Y | +16.5% | +73.9% | -57.5% | +7.0% |
| 5Y | +45.4% | -6.6% | +52.0% | +35.3% |
| All | +150.8% | -9.3% | +160.2% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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