+35.5%
ORCL vs DE
+103.8%
-68.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +2.7% |
| 7D | +0.5% | +3.5% | -3.1% | -0.1% |
| 30D | -15.3% | +11.3% | -26.6% | -16.9% |
| 3M | -18.2% | +11.6% | -29.8% | -20.0% |
| 6M | -38.4% | +20.9% | -59.3% | -40.9% |
| YTD | -37.7% | +49.7% | -87.4% | -43.7% |
| 1Y | -49.3% | +49.5% | -98.7% | -54.3% |
| 3Y | +10.6% | +94.7% | -84.1% | -8.4% |
| 5Y | +35.5% | +107.4% | -71.9% | +7.7% |
| All | +35.5% | +103.8% | -68.3% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling