+24,937.0%
ORCL vs DE
+14,755.9%
+10,181.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -6.5% | +3.3% | -9.8% | -7.5% |
| 30D | -16.6% | +10.7% | -27.3% | -19.5% |
| 3M | -21.6% | +13.1% | -34.7% | -25.3% |
| 6M | -39.4% | +20.2% | -59.6% | -43.8% |
| YTD | -38.7% | +48.9% | -87.5% | -47.9% |
| 1Y | -50.4% | +46.6% | -97.0% | -57.8% |
| 3Y | +8.1% | +91.4% | -83.3% | -17.9% |
| 5Y | +34.5% | +108.1% | -73.6% | -3.6% |
| 10Y | +246.0% | +782.7% | -536.7% | +38.3% |
| All | +24,937.0% | +14,755.9% | +10,181.1% | +2,607.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling