+29.8%
ORCL vs DOC
-22.1%
+51.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.7% | -6.9% |
| 7D | -17.5% | +6.2% | -23.7% | -18.3% |
| 30D | -20.2% | +6.5% | -26.6% | -21.1% |
| 3M | -19.9% | -6.2% | -13.7% | -19.1% |
| 6M | -37.4% | +25.6% | -63.0% | -40.8% |
| YTD | -40.1% | +32.1% | -72.2% | -44.2% |
| 1Y | -53.4% | +20.3% | -73.7% | -55.7% |
| 3Y | +10.4% | +42.7% | -32.3% | -1.4% |
| 5Y | +29.8% | -22.2% | +51.9% | +44.4% |
| All | +29.8% | -22.1% | +51.8% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling