-49.6%
ORCL vs DBX
+4.4%
-54.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.0% | +9.2% | +4.4% |
| 7D | +0.5% | -8.6% | +9.1% | +2.2% |
| 30D | -15.3% | -5.2% | -10.1% | -14.6% |
| 3M | -18.2% | -6.4% | -11.8% | -17.6% |
| 6M | -38.4% | +12.7% | -51.2% | -41.4% |
| YTD | -37.7% | +17.2% | -54.9% | -46.1% |
| All | -49.6% | +4.4% | -54.0% | -56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling