-41.6%
ORCL vs RVTY
+66.4%
-108.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.8% |
| 3M | -19.5% | +31.5% | -50.9% | -24.2% |
| 6M | -33.5% | +62.7% | -96.1% | -40.9% |
| YTD | -34.8% | +60.0% | -94.8% | -41.1% |
| 1Y | -41.6% | +65.7% | -107.3% | -46.5% |
| All | -41.6% | +66.4% | -108.0% | -46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling