-49.6%
ORCL vs RL
+22.3%
-71.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.8% | -2.7% | +2.2% |
| 7D | +0.5% | +0.2% | +0.2% | +0.5% |
| 30D | -15.3% | +7.3% | -22.6% | -16.1% |
| 3M | -18.2% | +1.0% | -19.3% | -18.2% |
| 6M | -38.4% | +11.8% | -50.2% | -39.3% |
| YTD | -37.7% | +13.6% | -51.3% | -39.6% |
| All | -49.6% | +22.3% | -71.9% | -51.4% |
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 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