+251.6%
ORCL vs DELL
+2,698.4%
-2,446.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.4% | -2.2% | +1.5% |
| 7D | +0.5% | -11.8% | +12.3% | +4.2% |
| 30D | -15.3% | -40.8% | +25.5% | -0.8% |
| 3M | -18.2% | -23.6% | +5.4% | -12.0% |
| 6M | -38.4% | +33.4% | -71.8% | -45.3% |
| YTD | -37.7% | +178.0% | -215.7% | -56.6% |
| 1Y | -49.3% | +138.6% | -187.8% | -63.0% |
| 3Y | +10.6% | +400.9% | -390.3% | -39.4% |
| 5Y | +35.5% | +580.7% | -545.2% | -34.9% |
| 10Y | +251.6% | +2,655.3% | -2,403.7% | -2.1% |
| All | +251.6% | +2,698.4% | -2,446.8% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 10y: compounded portfolio wealth divided by compounded DELL 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…
10y analysis · Full analysis span regression · 6 months rolling