+42.7%
ORCL vs RVMD
+425.4%
-382.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | +8.0% | -10.4% | +18.4% | +9.3% |
| 30D | -4.0% | -11.0% | +7.0% | -2.7% |
| 3M | -19.5% | -14.7% | -4.8% | -18.2% |
| 6M | -33.5% | +14.9% | -48.4% | -34.8% |
| YTD | -34.8% | +116.3% | -151.1% | -41.0% |
| 1Y | -41.6% | +167.6% | -209.2% | -48.2% |
| 3Y | +13.8% | +776.8% | -763.0% | -10.2% |
| All | +42.7% | +425.4% | -382.8% | +2.4% |
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