+33,471.1%
ORCL vs ROST
+70,186.3%
-36,715.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.2% |
| 3M | -32.6% | -0.8% | -31.8% | -32.6% |
| 6M | +4.9% | +8.5% | -3.5% | +2.4% |
| YTD | -17.8% | +28.6% | -46.3% | -22.8% |
| 1Y | -28.0% | +52.3% | -80.3% | -35.2% |
| 3Y | +36.0% | +94.8% | -58.8% | +15.1% |
| 5Y | +88.7% | +110.8% | -22.0% | +53.8% |
| 10Y | +346.9% | +304.5% | +42.4% | +201.7% |
| All | +33,471.1% | +70,186.3% | -36,715.1% | +6,394.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling