+33.3%
ORCL vs RRX
+4.1%
+29.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.2% |
| 7D | +15.0% | +4.3% | +10.7% | +14.0% |
| 30D | +10.5% | -8.0% | +18.6% | +12.5% |
| 3M | -23.0% | -22.0% | -1.0% | -19.4% |
| 6M | +7.0% | -11.9% | +18.9% | +8.2% |
| YTD | -15.8% | +17.1% | -32.9% | -21.5% |
| 1Y | -31.1% | +14.9% | -46.0% | -35.7% |
| 3Y | +33.3% | +6.9% | +26.4% | +34.2% |
| All | +33.3% | +4.1% | +29.2% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling