+244.8%
ORCL vs DG
+122.0%
+122.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.2% |
| 7D | -11.2% | +1.1% | -12.2% | -11.4% |
| 30D | -18.8% | +9.5% | -28.3% | -20.2% |
| 3M | -18.8% | +5.5% | -24.2% | -19.8% |
| 6M | -39.7% | +16.1% | -55.8% | -41.7% |
| YTD | -39.6% | +2.7% | -42.3% | -40.4% |
| 1Y | -51.7% | +42.1% | -93.8% | -55.0% |
| 3Y | +10.2% | +19.3% | -9.0% | +2.1% |
| 5Y | +30.8% | -35.3% | +66.2% | +41.2% |
| All | +244.8% | +122.0% | +122.8% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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