+30.6%
ORCL vs RMD
-5.3%
+35.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | -11.2% | +2.3% | -13.5% | -11.6% |
| 30D | -18.8% | +4.1% | -23.0% | -19.5% |
| 3M | -18.8% | +5.7% | -24.5% | -19.7% |
| 6M | -39.7% | +12.9% | -52.6% | -41.3% |
| YTD | -39.6% | -1.5% | -38.1% | -39.8% |
| 1Y | -51.7% | -4.8% | -47.0% | -51.6% |
| 3Y | +10.2% | +57.5% | -47.3% | -6.1% |
| All | +30.6% | -5.3% | +35.8% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling