+30.6%
ORCL vs ROST
+103.5%
-72.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.3% |
| 7D | -11.2% | +1.2% | -12.4% | -11.5% |
| 30D | -18.8% | +2.5% | -21.3% | -19.5% |
| 3M | -18.8% | -9.0% | -9.8% | -17.0% |
| 6M | -39.7% | +1.3% | -41.1% | -40.5% |
| YTD | -39.6% | +29.1% | -68.7% | -44.7% |
| 1Y | -51.7% | +45.4% | -97.2% | -57.5% |
| 3Y | +10.2% | +94.9% | -84.6% | -12.1% |
| All | +30.6% | +103.5% | -72.9% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling