+4,886.4%
ORCL vs RSG
+2,015.2%
+2,871.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.1% | +3.4% |
| 7D | +5.3% | +0.3% | +5.0% | +5.1% |
| 30D | +10.0% | +7.6% | +2.4% | +7.3% |
| 3M | -32.6% | +7.4% | -40.0% | -34.6% |
| 6M | +4.9% | -3.3% | +8.2% | +4.9% |
| YTD | -17.8% | +6.0% | -23.8% | -20.4% |
| 1Y | -28.0% | -3.7% | -24.3% | -28.3% |
| 3Y | +36.0% | +59.1% | -23.1% | +13.5% |
| 5Y | +88.7% | +89.0% | -0.3% | +47.9% |
| 10Y | +346.9% | +412.5% | -65.6% | +155.7% |
| All | +4,886.4% | +2,015.2% | +2,871.2% | +1,841.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling