+31.5%
ORCL vs DE
+75.8%
-44.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +5.3% | +10.0% | -4.8% | +4.1% |
| 30D | +10.0% | +13.3% | -3.4% | +8.4% |
| 3M | -32.6% | +17.5% | -50.1% | -33.9% |
| 6M | +4.9% | +13.6% | -8.6% | +3.2% |
| YTD | -17.8% | +49.8% | -67.5% | -23.7% |
| 1Y | -28.0% | +47.9% | -75.9% | -33.4% |
| All | +31.5% | +75.8% | -44.3% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling