+24,338.5%
ORCL vs D
+2,488.7%
+21,849.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.8% | -6.9% |
| 7D | -17.5% | +6.9% | -24.4% | -19.4% |
| 30D | -20.2% | +12.3% | -32.5% | -23.4% |
| 3M | -19.9% | +3.0% | -23.0% | -21.0% |
| 6M | -37.4% | +12.8% | -50.2% | -40.5% |
| YTD | -40.1% | +22.6% | -62.7% | -44.9% |
| 1Y | -53.4% | +21.7% | -75.0% | -57.2% |
| 3Y | +10.4% | +83.9% | -73.5% | -14.7% |
| 5Y | +29.8% | +14.0% | +15.8% | +17.8% |
| 10Y | +249.2% | +45.6% | +203.6% | +183.1% |
| All | +24,338.5% | +2,488.7% | +21,849.9% | +8,675.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling