+30.6%
ORCL vs DD
+58.5%
-27.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -11.2% | +4.6% | -15.8% | -12.5% |
| 30D | -18.8% | +11.8% | -30.6% | -22.0% |
| 3M | -18.8% | +2.2% | -20.9% | -19.4% |
| 6M | -39.7% | -1.6% | -38.1% | -39.5% |
| YTD | -39.6% | +23.0% | -62.6% | -44.4% |
| 1Y | -51.7% | +26.9% | -78.7% | -56.1% |
| 3Y | +10.2% | +77.9% | -67.6% | -14.8% |
| All | +30.6% | +58.5% | -27.9% | +4.1% |
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