+31.5%
ORCL vs ROST
+97.0%
-65.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.4% |
| 3M | -32.6% | -0.8% | -31.8% | -32.6% |
| 6M | +4.9% | +8.5% | -3.5% | +1.6% |
| YTD | -17.8% | +28.6% | -46.3% | -24.7% |
| 1Y | -28.0% | +52.3% | -80.3% | -38.1% |
| All | +31.5% | +97.0% | -65.5% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling