-31.1%
ORCL vs DE
+45.5%
-76.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.0% |
| 7D | +15.0% | +0.7% | +14.3% | +15.1% |
| 30D | +10.5% | +9.6% | +0.9% | +12.7% |
| 3M | -23.0% | +19.0% | -42.0% | -19.5% |
| 6M | +7.0% | +16.1% | -9.1% | +10.7% |
| YTD | -15.8% | +47.0% | -62.8% | +3.5% |
| 1Y | -31.1% | +43.1% | -74.2% | -19.1% |
| All | -31.1% | +45.5% | -76.5% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling