+94.3%
ORCL vs DBX
+7.2%
+87.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +3.3% |
| 7D | +15.0% | -1.3% | +16.3% | +15.4% |
| 30D | +10.5% | -2.9% | +13.4% | +11.5% |
| 3M | -23.0% | +23.8% | -46.9% | -28.5% |
| 6M | +7.0% | +26.2% | -19.2% | -1.8% |
| YTD | -15.8% | +21.6% | -37.4% | -21.9% |
| 1Y | -31.1% | +11.4% | -42.5% | -34.8% |
| 3Y | +33.3% | +21.3% | +12.0% | +18.5% |
| 5Y | +94.3% | +6.7% | +87.7% | +65.9% |
| All | +94.3% | +7.2% | +87.1% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DBX 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling