+277.8%
ORCL vs ROP
+183.0%
+94.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +8.5% |
| 7D | +3.8% | -2.9% | +6.7% | +5.2% |
| 30D | -6.6% | +30.1% | -36.6% | -19.0% |
| 3M | -11.4% | +19.9% | -31.3% | -20.3% |
| 6M | -33.3% | +46.0% | -79.3% | -46.9% |
| YTD | -33.3% | +8.4% | -41.6% | -37.5% |
| 1Y | -44.9% | +8.8% | -53.7% | -48.7% |
| 3Y | +17.6% | -5.6% | +23.3% | +18.0% |
| 5Y | +46.1% | +3.0% | +43.1% | +38.3% |
| 10Y | +277.8% | +184.0% | +93.7% | +133.7% |
| All | +277.8% | +183.0% | +94.7% | +133.7% |
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