-28.0%
ORCL vs ROL
-35.4%
+7.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.3% |
| 7D | +5.3% | -1.4% | +6.7% | +4.6% |
| 30D | +10.0% | -4.1% | +14.1% | +7.9% |
| 3M | -32.6% | -22.5% | -10.1% | -40.7% |
| 6M | +4.9% | -37.7% | +42.6% | -18.9% |
| YTD | -17.8% | -39.6% | +21.8% | -35.3% |
| 1Y | -28.0% | -36.0% | +8.0% | -37.8% |
| All | -28.0% | -35.4% | +7.4% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling