+270.3%
ORCL vs ROL
+221.5%
+48.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -3.9% | -2.0% |
| 7D | +8.0% | +3.0% | +5.0% | +7.1% |
| 30D | -4.0% | +19.8% | -23.8% | -8.8% |
| 3M | -19.5% | +7.9% | -27.4% | -21.5% |
| 6M | -33.5% | -25.6% | -7.8% | -28.2% |
| YTD | -34.8% | -34.1% | -0.7% | -27.5% |
| 1Y | -41.6% | -31.4% | -10.2% | -36.1% |
| 3Y | +13.8% | +4.7% | +9.1% | +3.5% |
| 5Y | +43.4% | +15.6% | +27.8% | +21.9% |
| All | +270.3% | +221.5% | +48.7% | +114.2% |
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