-51.7%
ORCL vs RL
+16.8%
-68.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | -11.2% | -4.2% | -7.0% | -10.4% |
| 30D | -18.8% | +4.3% | -23.1% | -19.1% |
| 3M | -18.8% | -4.6% | -14.2% | -18.0% |
| 6M | -39.7% | +1.7% | -41.5% | -39.7% |
| YTD | -39.6% | +7.3% | -47.0% | -40.8% |
| 1Y | -51.7% | +20.8% | -72.5% | -53.5% |
| All | -51.7% | +16.8% | -68.5% | -53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling