+86.5%
ORCL vs DOCN
+70.4%
+16.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -15.9% | +8.9% | -3.7% |
| 7D | -17.5% | -29.3% | +11.8% | -11.7% |
| 30D | -20.2% | -46.0% | +25.9% | -10.1% |
| 3M | -19.9% | -43.2% | +23.2% | -11.2% |
| 6M | -37.4% | -53.7% | +16.3% | -28.3% |
| YTD | -40.1% | +46.9% | -87.1% | -44.6% |
| 1Y | -53.4% | +54.3% | -107.7% | -57.2% |
| 3Y | +10.4% | +185.5% | -175.1% | -9.0% |
| 5Y | +29.8% | -31.1% | +60.9% | +11.6% |
| All | +86.5% | +70.4% | +16.1% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling