+24,937.0%
ORCL vs DHR
+64,627.0%
-39,690.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -6.5% | +2.6% | -9.1% | -7.4% |
| 30D | -16.6% | +7.4% | -24.0% | -18.8% |
| 3M | -21.6% | +13.0% | -34.6% | -25.5% |
| 6M | -39.4% | +38.5% | -77.8% | -47.6% |
| YTD | -38.7% | +3.8% | -42.4% | -40.6% |
| 1Y | -50.4% | +12.6% | -63.0% | -53.6% |
| 3Y | +8.1% | +22.0% | -13.9% | -4.8% |
| 5Y | +34.5% | -9.5% | +44.1% | +31.0% |
| 10Y | +246.0% | +249.4% | -3.4% | +88.5% |
| All | +24,937.0% | +64,627.0% | -39,690.0% | +1,766.5% |
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