+42.7%
ORCL vs DG
-35.8%
+78.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.4% |
| 7D | +8.0% | +0.3% | +7.7% | +8.0% |
| 30D | -4.0% | +3.2% | -7.2% | -4.2% |
| 3M | -19.5% | +10.4% | -29.9% | -20.0% |
| 6M | -33.5% | +33.2% | -66.6% | -34.9% |
| YTD | -34.8% | +3.0% | -37.8% | -35.1% |
| 1Y | -41.6% | +31.2% | -72.8% | -42.7% |
| 3Y | +13.8% | +21.8% | -8.1% | +11.2% |
| All | +42.7% | -35.8% | +78.5% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling