+35.5%
ORCL vs RMBS
+235.0%
-199.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.3% | -5.2% | +0.9% |
| 7D | +0.5% | -3.9% | +4.4% | +1.3% |
| 30D | -15.3% | -24.9% | +9.6% | -8.7% |
| 3M | -18.2% | -20.5% | +2.2% | -13.6% |
| 6M | -38.4% | -37.5% | -0.9% | -31.9% |
| YTD | -37.7% | -12.1% | -25.6% | -40.0% |
| 1Y | -49.3% | -25.0% | -24.3% | -48.9% |
| 3Y | +10.6% | +36.1% | -25.5% | -12.7% |
| 5Y | +35.5% | +236.1% | -200.6% | -23.6% |
| All | +35.5% | +235.0% | -199.5% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling