+363.4%
ORCL vs DG
+105.6%
+257.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +3.0% |
| 7D | +15.0% | -2.5% | +17.5% | +15.4% |
| 30D | +10.5% | +1.0% | +9.5% | +10.2% |
| 3M | -23.0% | +20.3% | -43.3% | -25.6% |
| 6M | +7.0% | -11.7% | +18.7% | +8.5% |
| YTD | -15.8% | -2.3% | -13.5% | -16.0% |
| 1Y | -31.1% | +20.0% | -51.1% | -33.8% |
| 3Y | +33.3% | +7.2% | +26.0% | +26.6% |
| 5Y | +94.3% | -37.9% | +132.2% | +111.2% |
| 10Y | +363.4% | +107.3% | +256.1% | +270.1% |
| All | +363.4% | +105.6% | +257.7% | +270.1% |
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