+244.8%
ORCL vs DIS
+35.1%
+209.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -11.2% | +5.2% | -16.4% | -12.7% |
| 30D | -18.8% | +11.5% | -30.3% | -21.9% |
| 3M | -18.8% | +11.5% | -30.3% | -22.2% |
| 6M | -39.7% | +8.9% | -48.6% | -41.9% |
| YTD | -39.6% | +3.4% | -43.0% | -41.0% |
| 1Y | -51.7% | +7.2% | -58.9% | -53.6% |
| 3Y | +10.2% | +43.3% | -33.1% | -7.0% |
| 5Y | +30.8% | -31.4% | +62.3% | +41.5% |
| All | +244.8% | +35.1% | +209.6% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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