+42.7%
ORCL vs DD
+67.2%
-24.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +8.0% | +5.0% | +3.0% | +6.0% |
| 30D | -4.0% | +19.7% | -23.7% | -10.0% |
| 3M | -19.5% | +7.2% | -26.7% | -21.5% |
| 6M | -33.5% | +1.0% | -34.5% | -33.9% |
| YTD | -34.8% | +29.1% | -63.9% | -41.0% |
| 1Y | -41.6% | +28.5% | -70.1% | -47.1% |
| 3Y | +13.8% | +89.4% | -75.7% | -14.3% |
| All | +42.7% | +67.2% | -24.6% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling