+468.7%
ORCL vs RNG
+327.7%
+140.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.9% | +7.0% | +3.6% |
| 7D | +5.3% | +5.8% | -0.5% | +4.4% |
| 30D | +10.0% | +19.6% | -9.6% | +7.1% |
| 3M | -32.6% | +67.0% | -99.6% | -38.0% |
| 6M | +4.9% | +88.4% | -83.4% | -5.4% |
| YTD | -17.8% | +155.5% | -173.2% | -29.8% |
| 1Y | -28.0% | +141.7% | -169.7% | -38.3% |
| 3Y | +36.0% | +131.1% | -95.1% | +14.0% |
| 5Y | +88.7% | -70.6% | +159.3% | +100.9% |
| 10Y | +346.9% | +228.2% | +118.7% | +204.3% |
| All | +468.7% | +327.7% | +140.9% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling