+251.6%
ORCL vs ROL
+222.1%
+29.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +2.6% |
| 7D | +0.5% | +7.5% | -7.0% | -1.4% |
| 30D | -15.3% | +21.1% | -36.4% | -19.8% |
| 3M | -18.2% | +3.1% | -21.4% | -19.2% |
| 6M | -38.4% | -27.4% | -11.0% | -33.1% |
| YTD | -37.7% | -34.7% | -3.0% | -30.6% |
| 1Y | -49.3% | -32.9% | -16.3% | -44.0% |
| 3Y | +10.6% | +6.1% | +4.5% | 0.0% |
| 5Y | +35.5% | +16.3% | +19.2% | +14.7% |
| 10Y | +251.6% | +214.9% | +36.7% | +102.2% |
| All | +251.6% | +222.1% | +29.5% | +102.2% |
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