-28.0%
ORCL vs RRX
+14.9%
-42.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +5.3% | +3.4% | +1.8% | +4.9% |
| 30D | +10.0% | -11.1% | +21.1% | +11.3% |
| 3M | -32.6% | -23.7% | -8.9% | -30.8% |
| 6M | +4.9% | -22.0% | +26.9% | +6.5% |
| YTD | -17.8% | +16.5% | -34.2% | -15.6% |
| 1Y | -28.0% | +11.5% | -39.5% | -24.0% |
| All | -28.0% | +14.9% | -42.9% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling