-41.6%
ORCL vs ROL
-31.8%
-9.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -3.9% | -0.7% |
| 7D | +8.0% | +3.0% | +5.0% | +8.9% |
| 30D | -4.0% | +19.8% | -23.8% | +1.3% |
| 3M | -19.5% | +7.9% | -27.4% | -17.0% |
| 6M | -33.5% | -25.6% | -7.8% | -38.6% |
| YTD | -34.8% | -34.1% | -0.7% | -40.1% |
| 1Y | -41.6% | -31.4% | -10.2% | -44.8% |
| All | -41.6% | -31.8% | -9.8% | -44.8% |
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