+42.7%
ORCL vs DIS
-23.4%
+66.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +8.0% | +1.9% | +6.1% | +7.4% |
| 30D | -4.0% | +9.2% | -13.1% | -6.7% |
| 3M | -19.5% | +13.5% | -33.0% | -23.0% |
| 6M | -33.5% | +14.3% | -47.7% | -36.7% |
| YTD | -34.8% | +5.4% | -40.2% | -36.5% |
| 1Y | -41.6% | +12.2% | -53.8% | -44.4% |
| 3Y | +13.8% | +37.2% | -23.4% | -2.7% |
| All | +42.7% | -23.4% | +66.0% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling