+42.7%
ORCL vs DHI
+57.0%
-14.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.5% |
| 7D | +8.0% | -4.1% | +12.1% | +8.6% |
| 30D | -4.0% | +9.3% | -13.3% | -5.9% |
| 3M | -19.5% | -2.6% | -16.9% | -19.5% |
| 6M | -33.5% | +4.1% | -37.6% | -34.6% |
| YTD | -34.8% | +2.3% | -37.1% | -36.1% |
| 1Y | -41.6% | +2.7% | -44.4% | -43.0% |
| 3Y | +13.8% | +23.2% | -9.4% | -1.1% |
| All | +42.7% | +57.0% | -14.3% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling