+3,529.1%
ORCL vs RL
+1,366.2%
+2,162.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.0% | +2.5% |
| 7D | +5.3% | -0.8% | +6.1% | +5.5% |
| 30D | +10.0% | -7.8% | +17.7% | +12.5% |
| 3M | -32.6% | -4.0% | -28.6% | -32.0% |
| 6M | +4.9% | -1.9% | +6.8% | +4.4% |
| YTD | -17.8% | -0.2% | -17.6% | -18.6% |
| 1Y | -28.0% | +10.7% | -38.7% | -31.2% |
| 3Y | +36.0% | +210.8% | -174.7% | -4.9% |
| 5Y | +88.7% | +238.2% | -149.5% | +25.1% |
| 10Y | +346.9% | +313.4% | +33.5% | +154.7% |
| All | +3,529.1% | +1,366.2% | +2,162.9% | +1,081.6% |
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