-51.1%
ORCL vs ROST
+44.0%
-95.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.7% |
| 7D | -11.2% | +1.2% | -12.4% | -10.8% |
| 30D | -18.8% | +2.5% | -21.3% | -18.4% |
| 3M | -18.8% | -9.0% | -9.8% | -18.7% |
| 6M | -39.7% | +1.3% | -41.1% | -39.6% |
| YTD | -39.6% | +29.1% | -68.7% | -37.3% |
| All | -51.1% | +44.0% | -95.2% | -45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling