-41.6%
ORCL vs RY
+38.8%
-80.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.3% |
| 3M | -19.5% | -5.3% | -14.2% | -16.3% |
| 6M | -33.5% | +13.8% | -47.3% | -38.0% |
| YTD | -34.8% | +21.0% | -55.8% | -42.6% |
| 1Y | -41.6% | +40.5% | -82.1% | -51.6% |
| All | -41.6% | +38.8% | -80.4% | -51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling