+29.8%
ORCL vs ROIV
+369.5%
-339.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.2% | -2.7% | -6.6% |
| 7D | -17.5% | -2.4% | -15.1% | -17.3% |
| 30D | -20.2% | +3.1% | -23.2% | -20.4% |
| 3M | -19.9% | +5.8% | -25.8% | -20.4% |
| 6M | -37.4% | +29.3% | -66.7% | -38.8% |
| YTD | -40.1% | +68.8% | -108.9% | -42.5% |
| 1Y | -53.4% | +81.0% | -134.4% | -55.4% |
| 3Y | +10.4% | +294.6% | -284.2% | +0.9% |
| 5Y | +29.8% | +373.1% | -343.4% | +6.5% |
| All | +29.8% | +369.5% | -339.7% | +6.5% |
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