+30.6%
ORCL vs ROIV
+378.2%
-347.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | +0.3% |
| 7D | -11.2% | +5.3% | -16.5% | -11.5% |
| 30D | -18.8% | +11.9% | -30.7% | -19.6% |
| 3M | -18.8% | +10.7% | -29.5% | -19.6% |
| 6M | -39.7% | +34.9% | -74.6% | -41.3% |
| YTD | -39.6% | +79.2% | -118.8% | -42.3% |
| 1Y | -51.7% | +89.0% | -140.8% | -54.1% |
| 3Y | +10.2% | +337.3% | -327.1% | +0.1% |
| All | +30.6% | +378.2% | -347.7% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling