+244.8%
ORCL vs ROP
+196.0%
+48.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +2.2% |
| 7D | -11.2% | +2.1% | -13.3% | -12.3% |
| 30D | -18.8% | +32.9% | -51.7% | -30.4% |
| 3M | -18.8% | +20.3% | -39.1% | -27.0% |
| 6M | -39.7% | +36.8% | -76.5% | -50.3% |
| YTD | -39.6% | +8.1% | -47.7% | -43.4% |
| 1Y | -51.7% | +8.3% | -60.0% | -54.9% |
| 3Y | +10.2% | -3.2% | +13.5% | +9.0% |
| 5Y | +30.8% | +1.7% | +29.1% | +24.7% |
| All | +244.8% | +196.0% | +48.8% | +111.5% |
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