+270.3%
ORCL vs ROP
+185.2%
+85.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +8.0% | +0.7% | +7.3% | +7.6% |
| 30D | -4.0% | +28.8% | -32.8% | -16.2% |
| 3M | -19.5% | +21.1% | -40.5% | -27.8% |
| 6M | -33.5% | +52.5% | -86.0% | -48.3% |
| YTD | -34.8% | +8.9% | -43.7% | -39.1% |
| 1Y | -41.6% | +8.2% | -49.8% | -45.4% |
| 3Y | +13.8% | -5.2% | +18.9% | +13.9% |
| 5Y | +43.4% | +1.7% | +41.7% | +36.8% |
| All | +270.3% | +185.2% | +85.1% | +127.8% |
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