+94.3%
ORCL vs ROK
+46.6%
+47.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.8% |
| 7D | +15.0% | +2.8% | +12.2% | +13.8% |
| 30D | +10.5% | -2.4% | +12.9% | +11.6% |
| 3M | -23.0% | -4.7% | -18.3% | -22.0% |
| 6M | +7.0% | +16.8% | -9.8% | -0.2% |
| YTD | -15.8% | +11.4% | -27.2% | -20.1% |
| 1Y | -31.1% | +26.2% | -57.2% | -37.9% |
| 3Y | +33.3% | +51.9% | -18.6% | +7.4% |
| 5Y | +94.3% | +46.4% | +47.9% | +62.6% |
| All | +94.3% | +46.6% | +47.7% | +62.6% |
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