+91.4%
ORCL vs ROL
-3.8%
+95.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +5.3% | -1.4% | +6.7% | +5.4% |
| 30D | +10.0% | -4.1% | +14.1% | +10.5% |
| 3M | -32.6% | -22.5% | -10.1% | -30.6% |
| 6M | +4.9% | -37.7% | +42.6% | +11.1% |
| YTD | -17.8% | -39.6% | +21.8% | -12.8% |
| 1Y | -28.0% | -36.0% | +8.0% | -24.9% |
| 3Y | +36.0% | -5.1% | +41.2% | +25.4% |
| All | +91.4% | -3.8% | +95.2% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling