-28.0%
ORCL vs DHI
-16.9%
-11.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.0% |
| 7D | +5.3% | -3.1% | +8.4% | +5.0% |
| 30D | +10.0% | -5.5% | +15.4% | +9.5% |
| 3M | -32.6% | -2.2% | -30.4% | -32.5% |
| 6M | +4.9% | -6.0% | +10.9% | +2.8% |
| YTD | -17.8% | 0.0% | -17.7% | -18.1% |
| 1Y | -28.0% | -18.2% | -9.7% | -32.6% |
| All | -28.0% | -16.9% | -11.1% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling