+117.1%
ORCL vs ROIV
+292.3%
-175.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.6% |
| 7D | -6.5% | +14.3% | -20.8% | -7.5% |
| 30D | -16.6% | +16.2% | -32.8% | -17.6% |
| 3M | -21.6% | +15.1% | -36.7% | -22.5% |
| 6M | -39.4% | +44.2% | -83.6% | -41.1% |
| YTD | -38.7% | +89.8% | -128.5% | -41.4% |
| 1Y | -50.4% | +94.6% | -144.9% | -52.7% |
| 3Y | +8.1% | +367.5% | -359.4% | -1.4% |
| 5Y | +34.5% | +421.4% | -386.9% | +13.7% |
| All | +117.1% | +292.3% | -175.1% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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