+346.9%
ORCL vs DLR
+160.5%
+186.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.9% |
| 7D | +5.3% | +1.6% | +3.7% | +4.6% |
| 30D | +10.0% | -3.4% | +13.3% | +11.6% |
| 3M | -32.6% | +0.5% | -33.1% | -33.2% |
| 6M | +4.9% | +4.6% | +0.4% | +2.1% |
| YTD | -17.8% | +23.4% | -41.2% | -25.5% |
| 1Y | -28.0% | +19.0% | -47.0% | -33.3% |
| 3Y | +36.0% | +56.5% | -20.5% | +14.0% |
| 5Y | +88.7% | +33.3% | +55.4% | +64.0% |
| All | +346.9% | +160.5% | +186.4% | +212.3% |
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