+15.4%
ORCL vs DHI
+22.8%
-7.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.0% |
| 7D | +10.4% | -8.0% | +18.4% | +10.4% |
| 30D | -11.2% | +7.0% | -18.2% | -11.5% |
| 3M | -16.8% | -0.6% | -16.2% | -16.9% |
| 6M | -31.5% | +1.5% | -32.9% | -31.7% |
| YTD | -33.9% | +1.5% | -35.4% | -34.3% |
| 1Y | -43.3% | +0.4% | -43.7% | -43.5% |
| All | +15.4% | +22.8% | -7.5% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling