-28.0%
ORCL vs D
+15.7%
-43.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +2.1% |
| 7D | +5.3% | +0.4% | +4.8% | +5.6% |
| 30D | +10.0% | -3.6% | +13.5% | +7.3% |
| 3M | -32.6% | -1.0% | -31.6% | -33.0% |
| 6M | +4.9% | +6.3% | -1.3% | +9.1% |
| YTD | -17.8% | +14.7% | -32.5% | -10.1% |
| 1Y | -28.0% | +16.9% | -44.9% | -23.8% |
| All | -28.0% | +15.7% | -43.7% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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