+244.8%
ORCL vs DLR
+166.0%
+78.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -11.2% | -3.6% | -7.6% | -9.5% |
| 30D | -18.8% | -3.5% | -15.4% | -17.3% |
| 3M | -18.8% | -8.9% | -9.9% | -15.1% |
| 6M | -39.7% | -11.6% | -28.2% | -36.7% |
| YTD | -39.6% | +14.9% | -54.5% | -43.4% |
| 1Y | -51.7% | +6.4% | -58.2% | -53.2% |
| 3Y | +10.2% | +47.3% | -37.0% | -4.6% |
| 5Y | +30.8% | +32.8% | -2.0% | +14.9% |
| All | +244.8% | +166.0% | +78.8% | +148.2% |
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