+91.4%
ORCL vs RNG
-70.5%
+162.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.9% | +7.0% | +3.6% |
| 7D | +5.3% | +5.8% | -0.5% | +4.5% |
| 30D | +10.0% | +19.6% | -9.6% | +7.4% |
| 3M | -32.6% | +67.0% | -99.6% | -37.4% |
| 6M | +4.9% | +88.4% | -83.4% | -4.3% |
| YTD | -17.8% | +155.5% | -173.2% | -28.4% |
| 1Y | -28.0% | +141.7% | -169.7% | -37.1% |
| 3Y | +36.0% | +131.1% | -95.1% | +16.5% |
| All | +91.4% | -70.5% | +162.0% | +83.5% |
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