+270.3%
ORCL vs RNG
+234.5%
+35.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +8.0% | +4.6% | +3.4% | +7.3% |
| 30D | -4.0% | +0.4% | -4.4% | -3.9% |
| 3M | -19.5% | +11.4% | -30.9% | -20.7% |
| 6M | -33.5% | +95.7% | -129.1% | -40.2% |
| YTD | -34.8% | +162.9% | -197.7% | -44.7% |
| 1Y | -41.6% | +180.3% | -221.9% | -50.9% |
| 3Y | +13.8% | +188.3% | -174.6% | -7.5% |
| 5Y | +43.4% | -72.5% | +115.9% | +56.8% |
| All | +270.3% | +234.5% | +35.8% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling