+275.4%
ORCL vs RL
+342.1%
-66.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +10.4% | +2.4% | +8.0% | +9.7% |
| 30D | -11.2% | +4.6% | -15.8% | -12.4% |
| 3M | -16.8% | -1.1% | -15.6% | -16.8% |
| 6M | -31.5% | +16.5% | -48.0% | -34.7% |
| YTD | -33.9% | +11.4% | -45.3% | -36.6% |
| 1Y | -43.3% | +16.1% | -59.3% | -46.3% |
| 3Y | +16.5% | +252.6% | -236.1% | -18.3% |
| 5Y | +45.4% | +244.9% | -199.5% | +0.1% |
| All | +275.4% | +342.1% | -66.7% | +141.4% |
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