+24,538.0%
ORCL vs DHR
+63,020.5%
-38,482.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.1% |
| 7D | -11.2% | -0.9% | -10.3% | -10.7% |
| 30D | -18.8% | +5.4% | -24.2% | -20.4% |
| 3M | -18.8% | +15.3% | -34.1% | -23.4% |
| 6M | -39.7% | +32.1% | -71.9% | -46.9% |
| YTD | -39.6% | +1.2% | -40.8% | -41.0% |
| 1Y | -51.7% | +10.1% | -61.8% | -54.5% |
| 3Y | +10.2% | +19.9% | -9.6% | -2.3% |
| 5Y | +30.8% | -8.8% | +39.6% | +26.9% |
| 10Y | +252.1% | +255.3% | -3.2% | +90.5% |
| All | +24,538.0% | +63,020.5% | -38,482.5% | +1,755.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling