+244.8%
ORCL vs DIA
+242.5%
+2.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | -11.2% | -0.9% | -10.2% | -10.4% |
| 30D | -18.8% | +0.3% | -19.1% | -19.0% |
| 3M | -18.8% | -4.5% | -14.3% | -15.0% |
| 6M | -39.7% | +3.4% | -43.1% | -41.3% |
| YTD | -39.6% | +7.8% | -47.4% | -43.4% |
| 1Y | -51.7% | +10.7% | -62.5% | -56.0% |
| 3Y | +10.2% | +57.5% | -47.3% | -26.9% |
| 5Y | +30.8% | +53.7% | -22.9% | -11.0% |
| All | +244.8% | +242.5% | +2.3% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 10y: compounded portfolio wealth divided by compounded DIA 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…
10y analysis · Full analysis span regression · 6 months rolling