+24,538.0%
ORCL vs ROK
+13,716.9%
+10,821.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | -11.2% | -13.8% | +2.7% | -6.0% |
| 30D | -18.8% | -14.9% | -3.9% | -13.6% |
| 3M | -18.8% | -14.7% | -4.1% | -13.7% |
| 6M | -39.7% | -17.7% | -22.1% | -35.4% |
| 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% | -10.2% |
| 5Y | +30.8% | +20.5% | +10.3% | +14.2% |
| 10Y | +252.1% | +284.0% | -31.9% | +83.2% |
| All | +24,538.0% | +13,716.9% | +10,821.1% | +2,489.7% |
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