+214.8%
ORCL vs RVMD
+644.5%
-429.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | +5.3% | +1.0% | +4.2% | +5.1% |
| 30D | +10.0% | +6.4% | +3.5% | +9.2% |
| 3M | -32.6% | +34.9% | -67.5% | -34.8% |
| 6M | +4.9% | +107.6% | -102.6% | -3.3% |
| YTD | -17.8% | +163.7% | -181.4% | -26.2% |
| 1Y | -28.0% | +439.2% | -467.2% | -39.8% |
| 3Y | +36.0% | +499.2% | -463.2% | +10.9% |
| 5Y | +88.7% | +621.7% | -533.0% | +44.8% |
| All | +214.8% | +644.5% | -429.7% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling