+244.8%
ORCL vs RVTY
+206.3%
+38.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.1% |
| 7D | -11.2% | -1.2% | -9.9% | -10.7% |
| 30D | -18.8% | +1.0% | -19.9% | -18.8% |
| 3M | -18.8% | +35.8% | -54.6% | -26.5% |
| 6M | -39.7% | +56.7% | -96.4% | -48.2% |
| YTD | -39.6% | +60.7% | -100.4% | -48.9% |
| 1Y | -51.7% | +73.7% | -125.4% | -60.4% |
| 3Y | +10.2% | +82.8% | -72.5% | -13.7% |
| 5Y | +30.8% | -7.0% | +37.9% | +27.0% |
| All | +244.8% | +206.3% | +38.5% | +100.4% |
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