+1,078.0%
ORCL vs DLR
+3,472.7%
-2,394.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -6.5% | +0.3% | -6.9% | -6.6% |
| 30D | -16.6% | +1.2% | -17.7% | -16.7% |
| 3M | -21.6% | -4.8% | -16.8% | -19.9% |
| 6M | -39.4% | -6.1% | -33.2% | -38.1% |
| YTD | -38.7% | +19.3% | -58.0% | -42.6% |
| 1Y | -50.4% | +10.0% | -60.3% | -52.1% |
| 3Y | +8.1% | +53.8% | -45.7% | -6.8% |
| 5Y | +34.5% | +39.1% | -4.6% | +17.0% |
| 10Y | +246.0% | +188.1% | +57.9% | +128.1% |
| All | +1,078.0% | +3,472.7% | -2,394.6% | +278.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling