-49.5%
ORCL vs RVMD
+244.4%
-293.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.8% | -2.5% |
| 7D | -14.4% | +5.8% | -20.2% | -15.3% |
| 30D | -12.8% | -3.8% | -9.0% | -12.3% |
| 3M | -14.8% | +3.2% | -18.0% | -15.7% |
| 6M | -30.9% | +35.0% | -65.9% | -35.2% |
| YTD | -35.7% | +150.7% | -186.4% | -46.6% |
| 1Y | -49.5% | +241.0% | -290.4% | -63.9% |
| All | -49.5% | +244.4% | -293.8% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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