-41.6%
ORCL vs ROP
+6.9%
-48.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | +8.0% | +0.7% | +7.3% | +7.9% |
| 30D | -4.0% | +28.8% | -32.8% | -6.4% |
| 3M | -19.5% | +21.1% | -40.5% | -20.7% |
| 6M | -33.5% | +52.5% | -86.0% | -40.0% |
| YTD | -34.8% | +8.9% | -43.7% | -38.6% |
| 1Y | -41.6% | +8.2% | -49.8% | -45.3% |
| All | -41.6% | +6.9% | -48.5% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling