+10.2%
ORCL vs RNG
+154.7%
-144.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.3% |
| 7D | -11.2% | -11.3% | +0.2% | -9.3% |
| 30D | -18.8% | -5.7% | -13.1% | -17.9% |
| 3M | -18.8% | +16.8% | -35.6% | -20.5% |
| 6M | -39.7% | +58.5% | -98.2% | -43.9% |
| YTD | -39.6% | +151.3% | -190.9% | -47.8% |
| 1Y | -51.7% | +169.0% | -220.8% | -58.7% |
| 3Y | +10.2% | +156.9% | -146.7% | -5.6% |
| All | +10.2% | +154.7% | -144.4% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling