+7.1%
ORCL vs DIA
+59.8%
-52.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.1% |
| 7D | -6.5% | +0.9% | -7.4% | -7.5% |
| 30D | -16.6% | +1.1% | -17.7% | -17.6% |
| 3M | -21.6% | -2.9% | -18.7% | -18.7% |
| 6M | -39.4% | +5.9% | -45.2% | -42.8% |
| YTD | -38.7% | +9.8% | -48.4% | -44.4% |
| 1Y | -50.4% | +11.7% | -62.1% | -56.0% |
| All | +7.1% | +59.8% | -52.8% | -33.1% |
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