+246.0%
ORCL vs RVTY
+212.9%
+33.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -6.5% | -2.7% | -3.8% | -5.6% |
| 30D | -16.6% | +3.2% | -19.8% | -17.1% |
| 3M | -21.6% | +37.2% | -58.8% | -29.3% |
| 6M | -39.4% | +57.7% | -97.1% | -48.0% |
| YTD | -38.7% | +64.8% | -103.5% | -48.5% |
| 1Y | -50.4% | +72.8% | -123.2% | -59.2% |
| 3Y | +8.1% | +89.8% | -81.7% | -16.5% |
| 5Y | +34.5% | -8.4% | +43.0% | +31.7% |
| 10Y | +246.0% | +219.5% | +26.6% | +97.7% |
| All | +246.0% | +212.9% | +33.1% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling