+346.9%
ORCL vs ROP
+140.4%
+206.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.6% | +6.6% | +4.9% |
| 7D | +5.3% | -4.4% | +9.7% | +7.7% |
| 30D | +10.0% | +3.2% | +6.7% | +8.0% |
| 3M | -32.6% | +23.1% | -55.6% | -40.8% |
| 6M | +4.9% | +13.3% | -8.4% | -3.4% |
| YTD | -17.8% | -7.9% | -9.9% | -15.4% |
| 1Y | -28.0% | -22.1% | -5.9% | -19.2% |
| 3Y | +36.0% | -16.8% | +52.8% | +46.9% |
| 5Y | +88.7% | -13.5% | +102.3% | +97.5% |
| All | +346.9% | +140.4% | +206.5% | +185.3% |
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