+34.5%
ORCL vs RL
+245.5%
-211.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -6.5% | +1.3% | -7.8% | -6.9% |
| 30D | -16.6% | +7.6% | -24.2% | -18.5% |
| 3M | -21.6% | -1.5% | -20.1% | -21.4% |
| 6M | -39.4% | +12.1% | -51.4% | -42.0% |
| YTD | -38.7% | +13.9% | -52.6% | -42.0% |
| 1Y | -50.4% | +20.7% | -71.0% | -54.1% |
| 3Y | +8.1% | +260.6% | -252.5% | -30.7% |
| 5Y | +34.5% | +248.9% | -214.3% | -15.4% |
| All | +34.5% | +245.5% | -211.0% | -15.4% |
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 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