+346.9%
ORCL vs RVTY
+149.2%
+197.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +5.3% | +1.1% | +4.2% | +4.9% |
| 30D | +10.0% | +13.2% | -3.2% | +5.6% |
| 3M | -32.6% | +27.2% | -59.8% | -37.9% |
| 6M | +4.9% | +32.4% | -27.5% | -5.1% |
| YTD | -17.8% | +34.9% | -52.6% | -26.3% |
| 1Y | -28.0% | +52.4% | -80.4% | -38.5% |
| 3Y | +36.0% | +12.3% | +23.7% | +25.1% |
| 5Y | +88.7% | -30.8% | +119.5% | +103.2% |
| All | +346.9% | +149.2% | +197.7% | +171.0% |
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