-49.4%
ORCL vs RSG
+22.8%
-72.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.2% |
| 7D | -6.5% | +2.0% | -8.5% | -4.8% |
| 30D | -16.6% | +14.2% | -30.7% | -6.6% |
| 3M | -21.6% | +15.8% | -37.4% | -11.3% |
| 6M | -39.4% | +24.6% | -63.9% | -27.6% |
| YTD | -38.7% | +18.2% | -56.9% | -25.7% |
| All | -49.4% | +22.8% | -72.2% | -38.2% |
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