-32.3%
ORCL vs RVMD
+403.7%
-436.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +10.9% | -0.7% | +11.6% | +11.0% |
| 30D | +7.0% | +0.3% | +6.7% | +6.9% |
| 3M | -21.2% | +38.9% | -60.1% | -24.7% |
| 6M | +7.4% | +108.1% | -100.7% | -3.4% |
| YTD | -16.3% | +160.7% | -177.0% | -22.2% |
| 1Y | -32.3% | +407.3% | -439.6% | -12.5% |
| All | -32.3% | +403.7% | -436.0% | -12.5% |
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