+16.5%
ORCL vs DD
+91.0%
-74.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.1% |
| 7D | +3.8% | +3.2% | +0.5% | +2.7% |
| 30D | -6.6% | +20.3% | -26.8% | -11.9% |
| 3M | -11.4% | +8.2% | -19.6% | -13.7% |
| 6M | -33.3% | +3.4% | -36.7% | -34.3% |
| YTD | -33.3% | +30.6% | -63.9% | -38.9% |
| 1Y | -44.9% | +30.6% | -75.6% | -49.6% |
| All | +16.5% | +91.0% | -74.5% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling