+363.4%
ORCL vs RMBS
+543.2%
-179.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.9% |
| 7D | +15.0% | +3.0% | +12.1% | +14.1% |
| 30D | +10.5% | -14.4% | +25.0% | +15.1% |
| 3M | -23.0% | -42.8% | +19.8% | -11.5% |
| 6M | +7.0% | -1.4% | +8.4% | +2.5% |
| YTD | -15.8% | -5.4% | -10.4% | -19.9% |
| 1Y | -31.1% | +18.6% | -49.6% | -39.6% |
| 3Y | +33.3% | +57.3% | -24.0% | +1.4% |
| 5Y | +94.3% | +265.7% | -171.4% | +11.0% |
| 10Y | +363.4% | +546.0% | -182.6% | +99.9% |
| All | +363.4% | +543.2% | -179.8% | +99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling