+31,452.0%
ORCL vs ROP
+30,039.9%
+1,412.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +10.4% | -2.7% | +13.0% | +11.3% |
| 30D | -11.2% | +29.7% | -40.9% | -18.7% |
| 3M | -16.8% | +21.2% | -38.0% | -22.4% |
| 6M | -31.5% | +48.3% | -79.7% | -40.6% |
| YTD | -33.9% | +8.4% | -42.3% | -36.7% |
| 1Y | -43.3% | +6.0% | -49.2% | -45.3% |
| 3Y | +16.5% | -5.6% | +22.1% | +16.2% |
| 5Y | +45.4% | +1.3% | +44.1% | +41.9% |
| 10Y | +274.0% | +184.1% | +89.9% | +167.0% |
| All | +31,452.0% | +30,039.9% | +1,412.1% | +10,307.0% |
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