+270.3%
ORCL vs D
+48.0%
+222.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +8.0% | -1.4% | +9.3% | +8.3% |
| 30D | -4.0% | +7.7% | -11.7% | -6.0% |
| 3M | -19.5% | -0.3% | -19.2% | -19.6% |
| 6M | -33.5% | +10.1% | -43.5% | -35.7% |
| YTD | -34.8% | +19.1% | -53.9% | -38.8% |
| 1Y | -41.6% | +15.9% | -57.5% | -44.9% |
| 3Y | +13.8% | +75.0% | -61.2% | -9.7% |
| 5Y | +43.4% | +13.4% | +30.0% | +34.5% |
| All | +270.3% | +48.0% | +222.2% | +223.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling