+270.3%
ORCL vs DAR
+311.7%
-41.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | +8.0% | +11.6% | -3.6% | +5.6% |
| 30D | -4.0% | -10.2% | +6.3% | -1.9% |
| 3M | -19.5% | -14.8% | -4.6% | -17.1% |
| 6M | -33.5% | -10.1% | -23.4% | -32.4% |
| YTD | -34.8% | +55.5% | -90.4% | -40.9% |
| 1Y | -41.6% | +61.7% | -103.3% | -47.6% |
| 3Y | +13.8% | +37.2% | -23.4% | +1.7% |
| 5Y | +43.4% | -26.9% | +70.3% | +44.5% |
| All | +270.3% | +311.7% | -41.4% | +123.8% |
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