-53.4%
ORCL vs DHI
+9.9%
-63.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.3% | -6.9% |
| 7D | -17.5% | +7.6% | -25.1% | -17.1% |
| 30D | -20.2% | +15.3% | -35.4% | -19.9% |
| 3M | -19.9% | +4.4% | -24.3% | -19.8% |
| 6M | -37.4% | +8.3% | -45.7% | -37.3% |
| YTD | -40.1% | +10.4% | -50.5% | -40.9% |
| 1Y | -53.4% | +9.8% | -63.2% | -54.2% |
| All | -53.4% | +9.9% | -63.3% | -54.2% |
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