+32.1%
ORCL vs DHI
+22.0%
+10.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | +10.9% | -2.3% | +13.2% | +11.0% |
| 30D | +7.0% | -5.3% | +12.3% | +7.2% |
| 3M | -21.2% | -7.8% | -13.4% | -20.9% |
| 6M | +7.4% | -5.4% | +12.8% | +7.3% |
| YTD | -16.3% | -2.7% | -13.6% | -16.6% |
| 1Y | -32.3% | -21.0% | -11.4% | -31.6% |
| All | +32.1% | +22.0% | +10.2% | +16.1% |
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