+3,961.6%
ORCL vs RMBS
+1,339.3%
+2,622.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.7% | +2.8% |
| 7D | +5.3% | -0.3% | +5.6% | +5.3% |
| 30D | +10.0% | -12.2% | +22.1% | +12.5% |
| 3M | -32.6% | -49.5% | +17.0% | -24.1% |
| 6M | +4.9% | -7.1% | +12.1% | +3.8% |
| YTD | -17.8% | -7.0% | -10.8% | -19.5% |
| 1Y | -28.0% | +13.3% | -41.3% | -32.6% |
| 3Y | +36.0% | +49.2% | -13.2% | +17.2% |
| 5Y | +88.7% | +250.0% | -161.2% | +37.5% |
| 10Y | +346.9% | +495.1% | -148.2% | +187.3% |
| All | +3,961.6% | +1,339.3% | +2,622.3% | +967.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling