+346.9%
ORCL vs ROST
+308.6%
+38.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +5.3% | +0.9% | +4.3% | +5.0% |
| 30D | +10.0% | -8.9% | +18.9% | +12.5% |
| 3M | -32.6% | -0.8% | -31.8% | -32.6% |
| 6M | +4.9% | +8.5% | -3.5% | +2.0% |
| YTD | -17.8% | +28.6% | -46.3% | -23.6% |
| 1Y | -28.0% | +52.3% | -80.3% | -36.4% |
| 3Y | +36.0% | +94.8% | -58.8% | +11.7% |
| 5Y | +88.7% | +110.8% | -22.0% | +48.5% |
| All | +346.9% | +308.6% | +38.3% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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