+127.7%
ORCL vs ROIV
+264.1%
-136.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.1% | -8.0% | -2.4% |
| 7D | -14.4% | +3.0% | -17.4% | -14.6% |
| 30D | -12.8% | +6.8% | -19.7% | -13.3% |
| 3M | -14.8% | +10.5% | -25.3% | -15.5% |
| 6M | -30.9% | +34.8% | -65.7% | -32.5% |
| YTD | -35.7% | +76.2% | -111.8% | -38.2% |
| 1Y | -49.5% | +92.4% | -141.9% | -51.7% |
| 3Y | +18.6% | +312.0% | -293.3% | +9.0% |
| 5Y | +38.4% | +388.3% | -349.8% | +17.8% |
| All | +127.7% | +264.1% | -136.4% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling