+46.1%
ORCL vs DAR
-31.4%
+77.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.1% | +3.8% | +8.0% |
| 7D | +3.8% | +3.6% | +0.2% | +3.2% |
| 30D | -6.6% | -11.3% | +4.7% | -4.8% |
| 3M | -11.4% | -13.1% | +1.7% | -9.7% |
| 6M | -33.3% | -15.1% | -18.2% | -31.8% |
| YTD | -33.3% | +50.5% | -83.8% | -38.0% |
| 1Y | -44.9% | +57.9% | -102.8% | -49.3% |
| 3Y | +17.6% | +28.9% | -11.3% | +8.4% |
| 5Y | +46.1% | -31.4% | +77.5% | +47.8% |
| All | +46.1% | -31.4% | +77.5% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling