+42.7%
ORCL vs RL
+239.2%
-196.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | +8.0% | +2.6% | +5.4% | +7.1% |
| 30D | -4.0% | +2.9% | -6.9% | -4.9% |
| 3M | -19.5% | 0.0% | -19.5% | -19.7% |
| 6M | -33.5% | +17.1% | -50.6% | -37.2% |
| YTD | -34.8% | +10.1% | -45.0% | -37.7% |
| 1Y | -41.6% | +17.3% | -58.9% | -45.6% |
| 3Y | +13.8% | +249.3% | -235.6% | -26.4% |
| All | +42.7% | +239.2% | -196.5% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling