+32.7%
ORCL vs DIA
+60.6%
-27.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.7% |
| 7D | +5.3% | -0.2% | +5.4% | +5.6% |
| 30D | +10.0% | -1.5% | +11.5% | +12.1% |
| 3M | -32.6% | +3.8% | -36.3% | -35.2% |
| 6M | +4.9% | +10.3% | -5.3% | -5.8% |
| YTD | -17.8% | +12.1% | -29.8% | -27.4% |
| 1Y | -28.0% | +18.6% | -46.6% | -40.8% |
| All | +32.7% | +60.6% | -27.9% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling