+32.7%
ORCL vs DOC
+20.8%
+11.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.2% |
| 7D | +5.3% | -1.5% | +6.7% | +5.4% |
| 30D | +10.0% | -4.8% | +14.7% | +10.4% |
| 3M | -32.6% | +6.9% | -39.5% | -33.3% |
| 6M | +4.9% | +20.7% | -15.8% | +1.7% |
| YTD | -17.8% | +34.1% | -51.9% | -21.6% |
| 1Y | -28.0% | +22.6% | -50.6% | -30.6% |
| All | +32.7% | +20.8% | +11.9% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling