+35.5%
ORCL vs RSP
+48.7%
-13.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +0.9% |
| 7D | +0.5% | +0.4% | 0.0% | +0.1% |
| 30D | -15.3% | +3.7% | -19.0% | -18.3% |
| 3M | -18.2% | +0.8% | -19.0% | -18.7% |
| 6M | -38.4% | +9.1% | -47.5% | -43.4% |
| YTD | -37.7% | +16.7% | -54.4% | -46.4% |
| 1Y | -49.3% | +19.7% | -68.9% | -57.4% |
| 3Y | +10.6% | +66.7% | -56.1% | -31.5% |
| 5Y | +35.5% | +48.7% | -13.2% | -5.9% |
| All | +35.5% | +48.7% | -13.2% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 5y: compounded portfolio wealth divided by compounded RSP 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…
5y analysis · Full analysis span regression · 6 months rolling