+30.6%
ORCL vs ROK
+19.3%
+11.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.4% |
| 7D | -11.2% | -13.8% | +2.7% | -5.8% |
| 30D | -18.8% | -14.9% | -3.9% | -13.4% |
| 3M | -18.8% | -14.7% | -4.1% | -13.5% |
| 6M | -39.7% | -17.7% | -22.1% | -35.2% |
| YTD | -39.6% | -2.5% | -37.2% | -39.7% |
| 1Y | -51.7% | +2.3% | -54.0% | -52.7% |
| 3Y | +10.2% | +52.7% | -42.5% | -11.7% |
| All | +30.6% | +19.3% | +11.3% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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