+270.3%
ORCL vs RY
+351.1%
-80.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +8.0% | +0.6% | +7.4% | +7.6% |
| 30D | -4.0% | +5.0% | -9.0% | -6.8% |
| 3M | -19.5% | -5.3% | -14.2% | -16.7% |
| 6M | -33.5% | +13.8% | -47.3% | -38.4% |
| YTD | -34.8% | +21.0% | -55.8% | -41.9% |
| 1Y | -41.6% | +40.5% | -82.1% | -52.5% |
| 3Y | +13.8% | +159.7% | -145.9% | -36.2% |
| 5Y | +43.4% | +124.3% | -81.0% | -13.0% |
| All | +270.3% | +351.1% | -80.9% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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