+251.6%
ORCL vs RL
+397.7%
-146.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.8% | -2.7% | +1.7% |
| 7D | +0.5% | +0.2% | +0.2% | +0.4% |
| 30D | -15.3% | +7.3% | -22.6% | -16.9% |
| 3M | -18.2% | +1.0% | -19.3% | -18.6% |
| 6M | -38.4% | +11.8% | -50.2% | -40.6% |
| YTD | -37.7% | +13.6% | -51.3% | -40.5% |
| 1Y | -49.3% | +24.0% | -73.3% | -52.8% |
| 3Y | +10.6% | +256.6% | -246.0% | -22.5% |
| 5Y | +35.5% | +240.2% | -204.7% | -6.3% |
| 10Y | +251.6% | +373.0% | -121.4% | +119.3% |
| All | +251.6% | +397.7% | -146.1% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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