+91.4%
ORCL vs ROIV
+250.7%
-159.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +3.0% |
| 7D | +5.3% | +0.6% | +4.6% | +5.2% |
| 30D | +10.0% | +1.0% | +9.0% | +9.9% |
| 3M | -32.6% | +18.3% | -50.9% | -33.4% |
| 6M | +4.9% | +18.3% | -13.4% | +3.5% |
| YTD | -17.8% | +61.0% | -78.7% | -20.4% |
| 1Y | -28.0% | +177.9% | -205.9% | -32.5% |
| 3Y | +36.0% | +199.1% | -163.0% | +26.2% |
| All | +91.4% | +250.7% | -159.3% | +60.8% |
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