+25,321.1%
ORCL vs RRX
+4,355.1%
+20,966.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.9% | -3.7% | +1.0% |
| 7D | +0.5% | +12.3% | -11.9% | -3.2% |
| 30D | -15.3% | +9.5% | -24.8% | -17.7% |
| 3M | -18.2% | +1.8% | -20.0% | -18.8% |
| 6M | -38.4% | -15.3% | -23.1% | -36.1% |
| YTD | -37.7% | +29.6% | -67.3% | -44.8% |
| 1Y | -49.3% | +34.1% | -83.3% | -55.7% |
| 3Y | +10.6% | +74.0% | -63.4% | -14.6% |
| 5Y | +35.5% | +14.7% | +20.8% | +15.9% |
| 10Y | +251.6% | +229.4% | +22.2% | +101.5% |
| All | +25,321.1% | +4,355.1% | +20,966.0% | +6,802.4% |
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