+33,471.1%
ORCL vs RRX
+3,904.5%
+29,566.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +5.3% | +3.4% | +1.8% | +4.2% |
| 30D | +10.0% | -11.1% | +21.1% | +13.9% |
| 3M | -32.6% | -23.7% | -8.9% | -27.5% |
| 6M | +4.9% | -22.0% | +26.9% | +10.5% |
| YTD | -17.8% | +16.5% | -34.2% | -24.6% |
| 1Y | -28.0% | +11.5% | -39.5% | -33.6% |
| 3Y | +36.0% | +1.5% | +34.5% | +23.7% |
| 5Y | +88.7% | +18.3% | +70.5% | +59.3% |
| 10Y | +346.9% | +209.8% | +137.1% | +160.6% |
| All | +33,471.1% | +3,904.5% | +29,566.6% | +9,329.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling