+30.6%
ORCL vs RSP
+45.0%
-14.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | -11.2% | -1.0% | -10.1% | -10.2% |
| 30D | -18.8% | +2.6% | -21.4% | -20.9% |
| 3M | -18.8% | -0.8% | -18.0% | -18.0% |
| 6M | -39.7% | +6.3% | -46.0% | -43.2% |
| YTD | -39.6% | +14.1% | -53.8% | -46.9% |
| 1Y | -51.7% | +18.0% | -69.8% | -58.9% |
| 3Y | +10.2% | +61.0% | -50.8% | -29.4% |
| All | +30.6% | +45.0% | -14.4% | -7.3% |
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