+33,471.1%
ORCL vs DD
+961.9%
+32,509.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.9% |
| 7D | +5.3% | -3.5% | +8.8% | +6.7% |
| 30D | +10.0% | -10.3% | +20.3% | +14.5% |
| 3M | -32.6% | -7.5% | -25.0% | -30.6% |
| 6M | +4.9% | -8.0% | +12.9% | +7.7% |
| YTD | -17.8% | +10.5% | -28.2% | -21.5% |
| 1Y | -28.0% | +38.3% | -66.3% | -37.4% |
| 3Y | +36.0% | +42.5% | -6.5% | +14.3% |
| 5Y | +88.7% | +60.2% | +28.6% | +49.1% |
| 10Y | +346.9% | +68.9% | +278.0% | +220.2% |
| All | +33,471.1% | +961.9% | +32,509.2% | +8,400.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling