+33,471.1%
ORCL vs ROK
+15,847.2%
+17,623.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.6% |
| 7D | +5.3% | +0.7% | +4.6% | +5.0% |
| 30D | +10.0% | -3.3% | +13.3% | +11.4% |
| 3M | -32.6% | -5.9% | -26.7% | -31.3% |
| 6M | +4.9% | +13.9% | -8.9% | -1.0% |
| YTD | -17.8% | +12.6% | -30.3% | -22.2% |
| 1Y | -28.0% | +28.6% | -56.6% | -35.6% |
| 3Y | +36.0% | +45.1% | -9.1% | +13.1% |
| 5Y | +88.7% | +45.6% | +43.2% | +53.0% |
| 10Y | +346.9% | +345.0% | +1.9% | +119.5% |
| All | +33,471.1% | +15,847.2% | +17,623.9% | +3,241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling