+251.6%
ORCL vs DD
+105.4%
+146.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.9% | -2.7% | +1.1% |
| 7D | +0.5% | +9.8% | -9.3% | -2.8% |
| 30D | -15.3% | +19.3% | -34.6% | -20.4% |
| 3M | -18.2% | +9.4% | -27.6% | -20.8% |
| 6M | -38.4% | +4.8% | -43.2% | -39.6% |
| YTD | -37.7% | +30.2% | -68.0% | -43.8% |
| 1Y | -49.3% | +32.2% | -81.5% | -54.5% |
| 3Y | +10.6% | +93.1% | -82.5% | -16.0% |
| 5Y | +35.5% | +68.0% | -32.5% | +6.1% |
| 10Y | +251.6% | +98.5% | +153.1% | +138.7% |
| All | +251.6% | +105.4% | +146.2% | +138.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling