+134.8%
ORCL vs RVMD
+584.4%
-449.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.1% |
| 7D | -6.5% | -0.6% | -5.9% | -6.5% |
| 30D | -16.6% | +1.7% | -18.3% | -16.8% |
| 3M | -21.6% | -6.7% | -14.9% | -21.2% |
| 6M | -39.4% | +36.1% | -75.5% | -41.4% |
| YTD | -38.7% | +142.4% | -181.0% | -44.6% |
| 1Y | -50.4% | +207.8% | -258.1% | -56.1% |
| 3Y | +8.1% | +879.5% | -871.4% | -14.2% |
| 5Y | +34.5% | +509.0% | -474.5% | +4.9% |
| All | +134.8% | +584.4% | -449.6% | +73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling