+91.4%
ORCL vs DG
-35.0%
+126.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +3.0% |
| 7D | +5.3% | +8.4% | -3.1% | +4.7% |
| 30D | +10.0% | +4.9% | +5.0% | +9.6% |
| 3M | -32.6% | +29.3% | -61.9% | -33.9% |
| 6M | +4.9% | -11.3% | +16.2% | +5.3% |
| YTD | -17.8% | +1.8% | -19.5% | -18.0% |
| 1Y | -28.0% | +25.3% | -53.3% | -29.2% |
| 3Y | +36.0% | +9.1% | +26.9% | +35.5% |
| All | +91.4% | -35.0% | +126.4% | +110.0% |
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