+30.6%
ORCL vs RNG
-69.1%
+99.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.2% |
| 7D | -11.2% | -11.3% | +0.2% | -9.6% |
| 30D | -18.8% | -5.7% | -13.1% | -18.0% |
| 3M | -18.8% | +16.8% | -35.6% | -20.4% |
| 6M | -39.7% | +58.5% | -98.2% | -43.7% |
| YTD | -39.6% | +151.3% | -190.9% | -47.4% |
| 1Y | -51.7% | +169.0% | -220.8% | -58.3% |
| 3Y | +10.2% | +156.9% | -146.7% | -6.7% |
| All | +30.6% | -69.1% | +99.7% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling