+33,471.1%
ORCL vs DOC
+2,974.4%
+30,496.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.6% |
| 7D | +5.3% | -1.5% | +6.7% | +5.7% |
| 30D | +10.0% | -4.8% | +14.7% | +11.6% |
| 3M | -32.6% | +6.9% | -39.5% | -34.3% |
| 6M | +4.9% | +20.7% | -15.8% | -2.2% |
| YTD | -17.8% | +34.1% | -51.9% | -26.0% |
| 1Y | -28.0% | +22.6% | -50.6% | -33.7% |
| 3Y | +36.0% | +20.8% | +15.2% | +23.4% |
| 5Y | +88.7% | -24.9% | +113.6% | +97.0% |
| 10Y | +346.9% | -1.8% | +348.7% | +303.8% |
| All | +33,471.1% | +2,974.4% | +30,496.8% | +7,750.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling