+10.2%
ORCL vs RRC
+36.3%
-26.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.5% |
| 7D | -11.2% | -10.8% | -0.3% | -8.8% |
| 30D | -18.8% | +22.3% | -41.1% | -23.0% |
| 3M | -18.8% | +26.6% | -45.4% | -24.0% |
| 6M | -39.7% | +18.9% | -58.7% | -42.7% |
| YTD | -39.6% | +39.2% | -78.8% | -46.0% |
| 1Y | -51.7% | +34.0% | -85.7% | -56.3% |
| 3Y | +10.2% | +42.0% | -31.8% | -5.1% |
| All | +10.2% | +36.3% | -26.0% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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