-28.0%
ORCL vs RMBS
+16.3%
-44.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.7% | +2.8% |
| 7D | +5.3% | -0.3% | +5.6% | +5.4% |
| 30D | +10.0% | -12.2% | +22.1% | +13.0% |
| 3M | -32.6% | -49.5% | +17.0% | -22.9% |
| 6M | +4.9% | -7.1% | +12.1% | +2.4% |
| YTD | -17.8% | -7.0% | -10.8% | -21.6% |
| 1Y | -28.0% | +13.3% | -41.3% | -31.5% |
| All | -28.0% | +16.3% | -44.3% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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