+368.8%
ORCL vs DE
+852.3%
-483.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +10.9% | -3.0% | +13.9% | +11.8% |
| 30D | +7.0% | +11.1% | -4.1% | +3.7% |
| 3M | -21.2% | +17.6% | -38.8% | -25.1% |
| 6M | +7.4% | +13.6% | -6.2% | +2.5% |
| YTD | -16.3% | +46.3% | -62.5% | -26.6% |
| 1Y | -32.3% | +44.2% | -76.5% | -40.8% |
| 3Y | +32.6% | +76.6% | -44.0% | +7.1% |
| 5Y | +93.1% | +98.2% | -5.1% | +46.0% |
| 10Y | +368.8% | +863.5% | -494.7% | +119.6% |
| All | +368.8% | +852.3% | -483.5% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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