+191.2%
ORCL vs ROIV
+232.7%
-41.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| YTD | -17.8% | +61.0% | -78.7% | -20.4% |
| 1Y | -28.0% | +177.9% | -205.9% | -32.4% |
| 3Y | +36.0% | +199.1% | -163.0% | +26.4% |
| 5Y | +88.7% | +250.7% | -162.0% | +61.1% |
| All | +191.2% | +232.7% | -41.5% | +144.8% |
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 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