+244.8%
ORCL vs ROL
+216.1%
+28.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.4% |
| 7D | -11.2% | +9.5% | -20.6% | -13.3% |
| 30D | -18.8% | +22.9% | -41.8% | -23.6% |
| 3M | -18.8% | +3.5% | -22.3% | -19.9% |
| 6M | -39.7% | -29.4% | -10.3% | -34.0% |
| YTD | -39.6% | -36.1% | -3.6% | -32.3% |
| 1Y | -51.7% | -34.4% | -17.4% | -46.5% |
| 3Y | +10.2% | +4.0% | +6.2% | +0.2% |
| 5Y | +30.8% | +13.2% | +17.6% | +11.7% |
| All | +244.8% | +216.1% | +28.6% | +98.5% |
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