-28.0%
ORCL vs DD
+41.5%
-69.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +5.3% | -3.5% | +8.8% | +6.0% |
| 30D | +10.0% | -10.3% | +20.3% | +12.2% |
| 3M | -32.6% | -7.5% | -25.0% | -31.6% |
| 6M | +4.9% | -8.0% | +12.9% | +5.6% |
| YTD | -17.8% | +10.5% | -28.2% | -14.8% |
| 1Y | -28.0% | +38.3% | -66.3% | -18.6% |
| All | -28.0% | +41.5% | -69.5% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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