+9.3%
ORCL vs RY
+158.9%
-149.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.9% | -4.1% | -5.0% |
| 7D | -17.5% | -1.1% | -16.4% | -16.8% |
| 30D | -20.2% | +4.4% | -24.6% | -22.4% |
| 3M | -19.9% | -2.9% | -17.0% | -18.4% |
| 6M | -37.4% | +15.6% | -53.0% | -42.7% |
| YTD | -40.1% | +21.8% | -61.9% | -47.1% |
| 1Y | -53.4% | +42.6% | -96.0% | -62.6% |
| All | +9.3% | +158.9% | -149.5% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling