+32.7%
ORCL vs DG
+9.1%
+23.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +3.1% |
| 7D | +5.3% | +8.4% | -3.1% | +5.2% |
| 30D | +10.0% | +4.9% | +5.0% | +9.9% |
| 3M | -32.6% | +29.3% | -61.9% | -32.9% |
| 6M | +4.9% | -11.3% | +16.2% | +4.4% |
| YTD | -17.8% | +1.8% | -19.5% | -17.9% |
| 1Y | -28.0% | +25.3% | -53.3% | -27.9% |
| All | +32.7% | +9.1% | +23.6% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling