+91.4%
ORCL vs RMD
-19.3%
+110.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.1% |
| 7D | +5.3% | -5.0% | +10.2% | +6.2% |
| 30D | +10.0% | +2.2% | +7.7% | +9.5% |
| 3M | -32.6% | +17.8% | -50.4% | -34.7% |
| 6M | +4.9% | -11.3% | +16.3% | +7.4% |
| YTD | -17.8% | -4.4% | -13.3% | -17.4% |
| 1Y | -28.0% | -15.7% | -12.3% | -25.8% |
| 3Y | +36.0% | +47.7% | -11.7% | +18.0% |
| All | +91.4% | -19.3% | +110.8% | +86.8% |
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