-50.4%
ORCL vs DE
+48.3%
-98.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.6% |
| 7D | -6.5% | +3.3% | -9.8% | -6.1% |
| 30D | -16.6% | +10.7% | -27.3% | -15.2% |
| 3M | -21.6% | +13.1% | -34.7% | -19.9% |
| 6M | -39.4% | +20.2% | -59.6% | -37.1% |
| YTD | -38.7% | +48.9% | -87.5% | -27.0% |
| 1Y | -50.4% | +46.6% | -97.0% | -41.3% |
| All | -50.4% | +48.3% | -98.7% | -41.3% |
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