+240.8%
ORCL vs RY
+360.9%
-120.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.6% |
| 7D | -11.2% | -0.9% | -10.3% | -10.7% |
| 30D | -18.8% | +5.9% | -24.7% | -21.6% |
| 3M | -18.8% | -4.3% | -14.5% | -16.6% |
| 6M | -39.7% | +12.1% | -51.9% | -43.7% |
| YTD | -39.6% | +20.3% | -59.9% | -46.1% |
| 1Y | -51.7% | +41.0% | -92.7% | -60.9% |
| 3Y | +10.2% | +157.5% | -147.3% | -37.8% |
| 5Y | +30.8% | +123.2% | -92.4% | -20.4% |
| All | +240.8% | +360.9% | -120.1% | +45.2% |
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