+10.2%
ORCL vs D
+79.5%
-69.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.4% |
| 7D | -11.2% | +3.0% | -14.1% | -10.4% |
| 30D | -18.8% | +11.5% | -30.3% | -16.6% |
| 3M | -18.8% | +3.7% | -22.5% | -17.9% |
| 6M | -39.7% | +13.5% | -53.3% | -38.0% |
| YTD | -39.6% | +20.7% | -60.4% | -37.6% |
| 1Y | -51.7% | +18.2% | -70.0% | -50.1% |
| 3Y | +10.2% | +73.3% | -63.1% | +15.8% |
| All | +10.2% | +79.5% | -69.3% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling