+13.8%
ORCL vs RMBS
+32.1%
-18.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.5% |
| 7D | +8.0% | +10.3% | -2.4% | +5.0% |
| 30D | -4.0% | -10.7% | +6.7% | -1.1% |
| 3M | -19.5% | -17.2% | -2.2% | -15.7% |
| 6M | -33.5% | -39.0% | +5.6% | -25.8% |
| YTD | -34.8% | -10.5% | -24.3% | -37.8% |
| 1Y | -41.6% | -11.0% | -30.6% | -44.2% |
| 3Y | +13.8% | +31.3% | -17.6% | -13.0% |
| All | +13.8% | +32.1% | -18.3% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling