+24,538.0%
ORCL vs ROL
+9,562.4%
+14,975.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.6% |
| 7D | -11.2% | +9.5% | -20.6% | -14.5% |
| 30D | -18.8% | +22.9% | -41.8% | -25.9% |
| 3M | -18.8% | +3.5% | -22.3% | -20.8% |
| 6M | -39.7% | -29.4% | -10.3% | -32.1% |
| YTD | -39.6% | -36.1% | -3.6% | -29.8% |
| 1Y | -51.7% | -34.4% | -17.4% | -44.6% |
| 3Y | +10.2% | +4.0% | +6.2% | +1.2% |
| 5Y | +30.8% | +13.2% | +17.6% | +12.7% |
| 10Y | +252.1% | +219.7% | +32.4% | +83.5% |
| All | +24,538.0% | +9,562.4% | +14,975.6% | +2,274.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling