+150.0%
ORCL vs DFNS
-100.0%
+250.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +12.7% | -3.9% | +8.7% |
| 7D | +3.8% | -13.0% | +16.7% | +3.8% |
| 30D | -6.6% | -56.9% | +50.3% | -6.2% |
| 3M | -11.4% | -93.2% | +81.8% | -10.4% |
| 6M | -33.3% | -95.4% | +62.1% | -33.4% |
| YTD | -33.3% | -99.5% | +66.3% | -33.3% |
| 1Y | -44.9% | -99.6% | +54.7% | -44.9% |
| 3Y | +17.6% | -100.0% | +117.6% | +19.9% |
| 5Y | +46.1% | -100.0% | +146.0% | +49.9% |
| All | +150.0% | -100.0% | +250.0% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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