+270.3%
ORCL vs RVTY
+211.6%
+58.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.8% |
| 7D | +8.0% | -0.5% | +8.4% | +8.1% |
| 30D | -4.0% | +1.5% | -5.5% | -4.2% |
| 3M | -19.5% | +31.5% | -50.9% | -26.3% |
| 6M | -33.5% | +62.7% | -96.1% | -43.5% |
| YTD | -34.8% | +60.0% | -94.8% | -44.8% |
| 1Y | -41.6% | +65.7% | -107.3% | -51.3% |
| 3Y | +13.8% | +85.2% | -71.4% | -11.4% |
| 5Y | +43.4% | -14.9% | +58.3% | +44.2% |
| All | +270.3% | +211.6% | +58.7% | +113.0% |
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