+94.3%
ORCL vs DELL
+1,109.8%
-1,015.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.8% |
| 7D | +15.0% | +25.6% | -10.6% | +7.1% |
| 30D | +10.5% | +17.7% | -7.1% | +4.9% |
| 3M | -23.0% | +33.4% | -56.4% | -30.6% |
| 6M | +7.0% | +266.2% | -259.2% | -29.3% |
| YTD | -15.8% | +328.0% | -343.8% | -47.6% |
| 1Y | -31.1% | +339.6% | -370.7% | -57.5% |
| 3Y | +33.3% | +694.6% | -661.3% | -34.2% |
| 5Y | +94.3% | +1,122.0% | -1,027.7% | -20.5% |
| All | +94.3% | +1,109.8% | -1,015.4% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling