+17.5%
ORCL vs DOC
+43.5%
-26.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.1% | -2.2% |
| 7D | -14.4% | +8.7% | -23.1% | -14.9% |
| 30D | -12.8% | +7.6% | -20.5% | -13.4% |
| 3M | -14.8% | -5.3% | -9.5% | -14.4% |
| 6M | -30.9% | +27.6% | -58.5% | -33.4% |
| YTD | -35.7% | +32.4% | -68.1% | -38.6% |
| 1Y | -49.5% | +22.9% | -72.3% | -51.2% |
| All | +17.5% | +43.5% | -26.0% | +10.2% |
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