+2,541.8%
ORCL vs RL
+1,498.4%
+1,043.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -7.3% | +0.4% | -4.8% |
| 7D | -17.5% | -4.7% | -12.8% | -16.4% |
| 30D | -20.2% | +3.6% | -23.7% | -21.0% |
| 3M | -19.9% | +0.5% | -20.5% | -20.3% |
| 6M | -37.4% | +6.6% | -44.0% | -39.1% |
| YTD | -40.1% | +8.8% | -49.0% | -42.3% |
| 1Y | -53.4% | +21.8% | -75.1% | -56.7% |
| 3Y | +10.4% | +245.8% | -235.4% | -25.2% |
| 5Y | +29.8% | +230.0% | -200.2% | -13.2% |
| 10Y | +249.2% | +369.4% | -120.2% | +91.5% |
| All | +2,541.8% | +1,498.4% | +1,043.5% | +737.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling