+91.4%
ORCL vs DIA
+64.7%
+26.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.0% |
| 3M | -32.6% | +3.8% | -36.3% | -35.1% |
| 6M | +4.9% | +10.3% | -5.3% | -5.4% |
| YTD | -17.8% | +12.1% | -29.8% | -27.0% |
| 1Y | -28.0% | +18.6% | -46.6% | -40.3% |
| 3Y | +36.0% | +60.6% | -24.6% | -18.4% |
| All | +91.4% | +64.7% | +26.8% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling