+27,144.0%
ORCL vs ROK
+14,831.9%
+12,312.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.3% | +6.5% | +7.9% |
| 7D | +3.8% | -8.5% | +12.2% | +7.3% |
| 30D | -6.6% | -6.4% | -0.2% | -4.2% |
| 3M | -11.4% | -8.8% | -2.6% | -8.2% |
| 6M | -33.3% | -10.5% | -22.8% | -30.7% |
| YTD | -33.3% | +5.4% | -38.7% | -35.3% |
| 1Y | -44.9% | +5.0% | -49.9% | -46.5% |
| 3Y | +17.6% | +64.3% | -46.7% | -6.8% |
| 5Y | +46.1% | +34.0% | +12.1% | +22.4% |
| 10Y | +277.8% | +268.2% | +9.6% | +100.1% |
| All | +27,144.0% | +14,831.9% | +12,312.1% | +2,679.1% |
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