+94.3%
ORCL vs RVMD
+570.7%
-476.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.6% | +2.5% |
| 7D | +15.0% | -1.2% | +16.2% | +15.2% |
| 30D | +10.5% | +1.1% | +9.5% | +10.3% |
| 3M | -23.0% | +39.6% | -62.6% | -26.1% |
| 6M | +7.0% | +110.7% | -103.7% | -2.3% |
| YTD | -15.8% | +160.3% | -176.1% | -25.1% |
| 1Y | -31.1% | +404.9% | -436.0% | -42.8% |
| 3Y | +33.3% | +545.5% | -512.2% | +6.7% |
| 5Y | +94.3% | +584.7% | -490.4% | +43.6% |
| All | +94.3% | +570.7% | -476.4% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling