-49.5%
ORCL vs DHR
+11.6%
-61.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.2% |
| 7D | -14.4% | +0.4% | -14.8% | -14.4% |
| 30D | -12.8% | +6.2% | -19.0% | -13.2% |
| 3M | -14.8% | +20.8% | -35.6% | -15.7% |
| 6M | -30.9% | +35.5% | -66.4% | -33.5% |
| YTD | -35.7% | +3.2% | -38.9% | -37.1% |
| 1Y | -49.5% | +10.7% | -60.2% | -47.9% |
| All | -49.5% | +11.6% | -61.1% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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