+246.0%
ORCL vs ROP
+185.1%
+61.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.8% |
| 7D | -6.5% | +0.2% | -6.7% | -6.7% |
| 30D | -16.6% | +30.3% | -46.9% | -27.8% |
| 3M | -21.6% | +17.8% | -39.4% | -28.8% |
| 6M | -39.4% | +38.9% | -78.3% | -50.4% |
| YTD | -38.7% | +7.6% | -46.3% | -42.4% |
| 1Y | -50.4% | +6.5% | -56.9% | -53.2% |
| 3Y | +8.1% | -6.3% | +14.4% | +8.8% |
| 5Y | +34.5% | +0.9% | +33.6% | +28.7% |
| 10Y | +246.0% | +180.7% | +65.3% | +114.3% |
| All | +246.0% | +185.1% | +61.0% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling