+270.3%
ORCL vs DIA
+235.1%
+35.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +8.0% | +2.1% | +5.8% | +5.9% |
| 30D | -4.0% | +1.5% | -5.5% | -5.3% |
| 3M | -19.5% | -2.4% | -17.0% | -17.4% |
| 6M | -33.5% | +6.0% | -39.4% | -36.6% |
| YTD | -34.8% | +10.1% | -44.9% | -40.1% |
| 1Y | -41.6% | +11.8% | -53.4% | -47.2% |
| 3Y | +13.8% | +59.7% | -45.9% | -25.5% |
| 5Y | +43.4% | +57.9% | -14.5% | -4.9% |
| All | +270.3% | +235.1% | +35.2% | +28.8% |
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