+244.8%
ORCL vs DAR
+268.8%
-24.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -11.2% | -9.9% | -1.2% | -9.2% |
| 30D | -18.8% | -16.4% | -2.5% | -16.0% |
| 3M | -18.8% | -17.1% | -1.7% | -16.0% |
| 6M | -39.7% | -20.5% | -19.3% | -37.3% |
| YTD | -39.6% | +39.4% | -79.1% | -44.1% |
| 1Y | -51.7% | +57.2% | -109.0% | -56.6% |
| 3Y | +10.2% | +13.9% | -3.6% | +2.5% |
| 5Y | +30.8% | -40.8% | +71.6% | +38.1% |
| All | +244.8% | +268.8% | -24.0% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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