+24,538.0%
ORCL vs RRC
+1,414.2%
+23,123.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.1% |
| 7D | -11.2% | -10.8% | -0.3% | -10.1% |
| 30D | -18.8% | +22.3% | -41.1% | -20.6% |
| 3M | -18.8% | +26.6% | -45.4% | -20.9% |
| 6M | -39.7% | +18.9% | -58.7% | -41.0% |
| YTD | -39.6% | +39.2% | -78.8% | -42.0% |
| 1Y | -51.7% | +34.0% | -85.7% | -53.5% |
| 3Y | +10.2% | +42.0% | -31.8% | +5.1% |
| 5Y | +30.8% | +111.9% | -81.0% | +16.8% |
| 10Y | +252.1% | +62.8% | +189.3% | +189.0% |
| All | +24,538.0% | +1,414.2% | +23,123.9% | +16,546.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling