-32.3%
ORCL vs DHR
+3.9%
-36.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +10.9% | -2.4% | +13.3% | +11.1% |
| 30D | +7.0% | -2.2% | +9.2% | +7.2% |
| 3M | -21.2% | +9.0% | -30.1% | -21.6% |
| 6M | +7.4% | +3.5% | +3.9% | +6.5% |
| YTD | -16.3% | -10.1% | -6.1% | -16.7% |
| 1Y | -32.3% | +6.2% | -38.5% | -31.2% |
| All | -32.3% | +3.9% | -36.2% | -31.2% |
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