-38.7%
ORCL vs RVMD
+35.4%
-74.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -0.4% |
| 7D | -6.5% | -0.6% | -5.9% | -6.3% |
| 30D | -16.6% | +1.7% | -18.3% | -17.1% |
| 3M | -21.6% | -6.7% | -14.9% | -20.5% |
| All | -38.7% | +35.4% | -74.1% | -47.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling