-49.5%
ORCL vs RSG
+19.5%
-69.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -3.0% | -1.1% |
| 7D | -14.4% | +5.1% | -19.5% | -10.6% |
| 30D | -12.8% | +15.3% | -28.1% | -2.0% |
| 3M | -14.8% | +18.6% | -33.4% | -2.0% |
| 6M | -30.9% | +19.5% | -50.4% | -19.5% |
| YTD | -35.7% | +17.2% | -52.9% | -23.0% |
| 1Y | -49.5% | +19.6% | -69.0% | -39.7% |
| All | -49.5% | +19.5% | -69.0% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling