+246.0%
ORCL vs ROL
+211.1%
+34.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -6.5% | +3.4% | -9.9% | -7.4% |
| 30D | -16.6% | +20.8% | -37.3% | -20.9% |
| 3M | -21.6% | +3.7% | -25.3% | -22.7% |
| 6M | -39.4% | -27.7% | -11.7% | -34.0% |
| YTD | -38.7% | -34.9% | -3.7% | -31.6% |
| 1Y | -50.4% | -33.3% | -17.1% | -45.2% |
| 3Y | +8.1% | +4.3% | +3.8% | -1.6% |
| 5Y | +34.5% | +15.0% | +19.6% | +14.4% |
| 10Y | +246.0% | +214.7% | +31.3% | +99.5% |
| All | +246.0% | +211.1% | +34.9% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling