+9.3%
ORCL vs ROL
+6.1%
+3.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.0% | -7.9% | -6.8% |
| 7D | -17.5% | +11.7% | -29.2% | -16.3% |
| 30D | -20.2% | +27.7% | -47.9% | -18.0% |
| 3M | -19.9% | +3.7% | -23.6% | -19.1% |
| 6M | -37.4% | -27.8% | -9.6% | -38.3% |
| YTD | -40.1% | -34.7% | -5.4% | -41.2% |
| 1Y | -53.4% | -34.1% | -19.3% | -54.2% |
| All | +9.3% | +6.1% | +3.3% | -6.5% |
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 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