+24,937.0%
ORCL vs RRX
+4,334.9%
+20,602.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.4% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | -16.6% | +9.0% | -25.6% | -18.8% |
| 3M | -21.6% | +4.0% | -25.6% | -22.6% |
| 6M | -39.4% | -15.7% | -23.6% | -37.0% |
| YTD | -38.7% | +29.0% | -67.7% | -45.6% |
| 1Y | -50.4% | +35.2% | -85.6% | -56.8% |
| 3Y | +8.1% | +67.7% | -59.6% | -15.5% |
| 5Y | +34.5% | +14.9% | +19.6% | +15.0% |
| 10Y | +246.0% | +216.8% | +29.2% | +100.8% |
| All | +24,937.0% | +4,334.9% | +20,602.1% | +6,707.8% |
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