+26,157.2%
ORCL vs DOC
+2,934.4%
+23,222.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.1% | -2.9% |
| 7D | -14.4% | +8.7% | -23.1% | -16.7% |
| 30D | -12.8% | +7.6% | -20.5% | -15.0% |
| 3M | -14.8% | -5.3% | -9.5% | -13.7% |
| 6M | -30.9% | +27.6% | -58.5% | -36.8% |
| YTD | -35.7% | +32.4% | -68.1% | -42.1% |
| 1Y | -49.5% | +22.9% | -72.3% | -53.5% |
| 3Y | +18.6% | +43.1% | -24.5% | +1.9% |
| 5Y | +38.4% | -21.4% | +59.8% | +42.1% |
| 10Y | +275.2% | +16.8% | +258.4% | +220.2% |
| All | +26,157.2% | +2,934.4% | +23,222.8% | +6,046.6% |
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