+270.3%
ORCL vs DLR
+188.2%
+82.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.5% |
| 7D | +8.0% | +3.3% | +4.6% | +6.4% |
| 30D | -4.0% | +4.6% | -8.6% | -5.7% |
| 3M | -19.5% | -8.3% | -11.2% | -16.1% |
| 6M | -33.5% | -5.6% | -27.8% | -32.1% |
| YTD | -34.8% | +18.7% | -53.5% | -39.8% |
| 1Y | -41.6% | +17.1% | -58.7% | -45.7% |
| 3Y | +13.8% | +54.4% | -40.6% | -3.6% |
| 5Y | +43.4% | +36.5% | +6.9% | +24.3% |
| All | +270.3% | +188.2% | +82.1% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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