+302.0%
ORCL vs DBX
+20.1%
+281.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.7% |
| 7D | +5.3% | -2.4% | +7.7% | +6.0% |
| 30D | +10.0% | -0.5% | +10.5% | +10.1% |
| 3M | -32.6% | +28.1% | -60.6% | -37.2% |
| 6M | +4.9% | +33.1% | -28.2% | -3.6% |
| YTD | -17.8% | +25.3% | -43.0% | -23.3% |
| 1Y | -28.0% | +18.3% | -46.3% | -32.3% |
| 3Y | +36.0% | +25.0% | +11.0% | +23.6% |
| 5Y | +88.7% | +7.5% | +81.2% | +73.2% |
| All | +302.0% | +20.1% | +281.9% | +221.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling