+368.8%
ORCL vs RNG
+215.2%
+153.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | +10.9% | -4.1% | +14.9% | +11.5% |
| 30D | +7.0% | +8.6% | -1.6% | +5.6% |
| 3M | -21.2% | +78.0% | -99.2% | -28.3% |
| 6M | +7.4% | +67.0% | -59.6% | -1.6% |
| YTD | -16.3% | +142.4% | -158.7% | -28.1% |
| 1Y | -32.3% | +120.4% | -152.8% | -41.3% |
| 3Y | +32.6% | +122.1% | -89.6% | +11.7% |
| 5Y | +93.1% | -69.8% | +162.9% | +106.0% |
| 10Y | +368.8% | +223.4% | +145.4% | +211.8% |
| All | +368.8% | +215.2% | +153.6% | +211.8% |
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