+251.6%
ORCL vs RNG
+259.3%
-7.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +3.0% |
| 7D | +0.5% | -6.2% | +6.7% | +1.5% |
| 30D | -15.3% | -8.0% | -7.3% | -14.1% |
| 3M | -18.2% | +15.7% | -33.9% | -20.0% |
| 6M | -38.4% | +60.3% | -98.8% | -43.1% |
| YTD | -37.7% | +153.8% | -191.5% | -46.8% |
| 1Y | -49.3% | +172.2% | -221.4% | -57.2% |
| 3Y | +10.6% | +174.8% | -164.2% | -9.4% |
| 5Y | +35.5% | -68.6% | +104.1% | +44.3% |
| 10Y | +251.6% | +248.2% | +3.4% | +134.0% |
| All | +251.6% | +259.3% | -7.7% | +134.0% |
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