+45.4%
ORCL vs DHI
+57.7%
-12.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | +10.4% | -8.0% | +18.4% | +11.7% |
| 30D | -11.2% | +7.0% | -18.2% | -12.6% |
| 3M | -16.8% | -0.6% | -16.2% | -17.1% |
| 6M | -31.5% | +1.5% | -32.9% | -32.3% |
| YTD | -33.9% | +1.5% | -35.4% | -35.1% |
| 1Y | -43.3% | +0.4% | -43.7% | -44.3% |
| 3Y | +16.5% | +21.9% | -5.4% | +1.4% |
| 5Y | +45.4% | +56.1% | -10.7% | +10.7% |
| All | +45.4% | +57.7% | -12.4% | +10.7% |
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