+91.4%
ORCL vs ROP
-13.6%
+105.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.6% | +6.6% | +4.9% |
| 7D | +5.3% | -4.4% | +9.7% | +7.6% |
| 30D | +10.0% | +3.2% | +6.7% | +8.1% |
| 3M | -32.6% | +23.1% | -55.6% | -40.9% |
| 6M | +4.9% | +13.3% | -8.4% | -3.4% |
| YTD | -17.8% | -7.9% | -9.9% | -14.5% |
| 1Y | -28.0% | -22.1% | -5.9% | -17.4% |
| 3Y | +36.0% | -16.8% | +52.8% | +48.5% |
| All | +91.4% | -13.6% | +105.0% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling