+28,719.0%
ORCL vs ROP
+29,884.4%
-1,165.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.7% |
| 7D | -11.2% | +2.1% | -13.3% | -11.9% |
| 30D | -18.8% | +32.9% | -51.7% | -26.3% |
| 3M | -18.8% | +20.0% | -38.8% | -24.0% |
| 6M | -39.7% | +36.4% | -76.1% | -46.3% |
| YTD | -39.6% | +7.8% | -47.5% | -42.1% |
| 1Y | -51.7% | +8.0% | -59.7% | -53.8% |
| 3Y | +10.2% | -3.5% | +13.7% | +9.2% |
| 5Y | +30.8% | +1.5% | +29.4% | +27.6% |
| 10Y | +252.1% | +198.5% | +53.6% | +147.9% |
| All | +28,719.0% | +29,884.4% | -1,165.3% | +9,420.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling