+52.7%
DRAM vs ORCL
-11.3%
+64.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.0% |
| 7D | +7.9% | +8.0% | -0.1% | +2.9% |
| 30D | -15.4% | -4.0% | -11.5% | -12.6% |
| 3M | -25.5% | -19.5% | -6.1% | -15.2% |
| 6M | -22.3% | -33.5% | +11.2% | -4.7% |
| All | +52.7% | -11.3% | +64.0% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ORCL.
Daily Out/Under-Performance
Portfolio return minus ORCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORCL 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 5y: compounded portfolio wealth divided by compounded ORCL 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…
5y analysis · Full analysis span regression · 6 months rolling