+10.2%
ORCL vs ROL
+3.8%
+6.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.6% |
| 7D | -11.2% | +9.5% | -20.6% | -10.1% |
| 30D | -18.8% | +22.9% | -41.8% | -17.0% |
| 3M | -18.8% | +3.5% | -22.3% | -18.0% |
| 6M | -39.7% | -29.4% | -10.3% | -40.7% |
| YTD | -39.6% | -36.1% | -3.6% | -40.9% |
| 1Y | -51.7% | -34.4% | -17.4% | -52.7% |
| 3Y | +10.2% | +4.0% | +6.2% | -6.0% |
| All | +10.2% | +3.8% | +6.4% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling