+10.2%
ORCL vs DAR
+11.9%
-1.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -11.2% | -9.9% | -1.2% | -10.0% |
| 30D | -18.8% | -16.4% | -2.5% | -17.2% |
| 3M | -18.8% | -17.1% | -1.7% | -17.3% |
| 6M | -39.7% | -20.5% | -19.3% | -38.4% |
| YTD | -39.6% | +39.4% | -79.1% | -42.0% |
| 1Y | -51.7% | +57.2% | -109.0% | -54.4% |
| 3Y | +10.2% | +13.9% | -3.6% | +4.7% |
| All | +10.2% | +11.9% | -1.6% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling