-31.1%
ORCL vs RMD
-19.2%
-11.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +1.5% |
| 7D | +15.0% | -4.5% | +19.5% | +13.7% |
| 30D | +10.5% | +4.6% | +5.9% | +12.4% |
| 3M | -23.0% | +14.8% | -37.8% | -17.8% |
| 6M | +7.0% | -12.1% | +19.1% | +0.8% |
| YTD | -15.8% | -7.5% | -8.3% | -15.3% |
| 1Y | -31.1% | -20.1% | -11.0% | -47.1% |
| All | -31.1% | -19.2% | -11.9% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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