+30.6%
ORCL vs D
+12.5%
+18.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.7% |
| 7D | -11.2% | +3.0% | -14.1% | -11.0% |
| 30D | -18.8% | +11.5% | -30.3% | -18.5% |
| 3M | -18.8% | +3.7% | -22.5% | -18.6% |
| 6M | -39.7% | +13.5% | -53.3% | -39.7% |
| YTD | -39.6% | +20.7% | -60.4% | -40.0% |
| 1Y | -51.7% | +18.2% | -70.0% | -52.0% |
| 3Y | +10.2% | +73.3% | -63.1% | +2.8% |
| All | +30.6% | +12.5% | +18.1% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling