+251.6%
ORCL vs DG
+128.5%
+123.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.9% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | -15.3% | +7.4% | -22.7% | -16.4% |
| 3M | -18.2% | +8.5% | -26.7% | -19.6% |
| 6M | -38.4% | +21.9% | -60.3% | -40.8% |
| YTD | -37.7% | +4.9% | -42.6% | -38.7% |
| 1Y | -49.3% | +40.4% | -89.7% | -52.6% |
| 3Y | +10.6% | +23.5% | -12.9% | +1.8% |
| 5Y | +35.5% | -32.3% | +67.8% | +44.5% |
| 10Y | +251.6% | +119.3% | +132.3% | +180.1% |
| All | +251.6% | +128.5% | +123.1% | +180.1% |
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