+33,471.1%
ORCL vs RVTY
+2,416.7%
+31,054.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.5% |
| 3M | -32.6% | +27.2% | -59.8% | -38.1% |
| 6M | +4.9% | +32.4% | -27.5% | -5.4% |
| YTD | -17.8% | +34.9% | -52.6% | -26.6% |
| 1Y | -28.0% | +52.4% | -80.4% | -38.8% |
| 3Y | +36.0% | +12.3% | +23.7% | +23.9% |
| 5Y | +88.7% | -30.8% | +119.5% | +98.5% |
| 10Y | +346.9% | +150.7% | +196.2% | +189.7% |
| All | +33,471.1% | +2,416.7% | +31,054.5% | +6,931.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling