+368.8%
ORCL vs RRX
+210.7%
+158.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | +10.9% | -0.7% | +11.6% | +11.1% |
| 30D | +7.0% | -8.0% | +15.0% | +9.5% |
| 3M | -21.2% | -25.1% | +3.9% | -15.4% |
| 6M | +7.4% | -18.3% | +25.7% | +11.2% |
| YTD | -16.3% | +14.2% | -30.4% | -22.7% |
| 1Y | -32.3% | +13.0% | -45.4% | -37.7% |
| 3Y | +32.6% | +4.2% | +28.4% | +19.8% |
| 5Y | +93.1% | +17.9% | +75.2% | +62.7% |
| 10Y | +368.8% | +220.4% | +148.3% | +161.3% |
| All | +368.8% | +210.7% | +158.1% | +161.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling