+244.5%
ORCL vs DOW
-15.4%
+259.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.2% |
| 7D | +15.0% | -2.9% | +17.9% | +15.8% |
| 30D | +10.5% | +2.0% | +8.6% | +9.7% |
| 3M | -23.0% | -12.5% | -10.5% | -20.8% |
| 6M | +7.0% | -9.2% | +16.2% | +7.7% |
| YTD | -15.8% | +30.8% | -46.6% | -24.1% |
| 1Y | -31.1% | +29.4% | -60.5% | -38.3% |
| 3Y | +33.3% | -34.6% | +67.8% | +43.3% |
| 5Y | +94.3% | -35.9% | +130.3% | +107.2% |
| All | +244.5% | -15.4% | +259.9% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DOW 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling