+30.6%
ORCL vs RRC
+110.6%
-80.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.2% |
| 7D | -11.2% | -10.8% | -0.3% | -9.7% |
| 30D | -18.8% | +22.3% | -41.1% | -21.3% |
| 3M | -18.8% | +26.6% | -45.4% | -21.8% |
| 6M | -39.7% | +18.9% | -58.7% | -41.5% |
| YTD | -39.6% | +39.2% | -78.8% | -43.1% |
| 1Y | -51.7% | +34.0% | -85.7% | -54.2% |
| 3Y | +10.2% | +42.0% | -31.8% | +3.2% |
| All | +30.6% | +110.6% | -80.1% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling