-39.7%
ORCL vs DG
+15.9%
-55.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +0.3% |
| 7D | -11.2% | +1.1% | -12.2% | -10.8% |
| 30D | -18.8% | +9.5% | -28.3% | -17.9% |
| 3M | -18.8% | +5.5% | -24.2% | -18.1% |
| 6M | -39.7% | +16.1% | -55.8% | -37.7% |
| All | -39.7% | +15.9% | -55.6% | -37.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling