-51.1%
ORCL vs DOW
+45.2%
-96.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.7% |
| 7D | -11.2% | -9.5% | -1.6% | -11.6% |
| 30D | -18.8% | +13.1% | -31.9% | -18.2% |
| 3M | -18.8% | +4.8% | -23.6% | -18.4% |
| 6M | -39.7% | -16.7% | -23.1% | -39.1% |
| YTD | -39.6% | +38.9% | -78.5% | -37.4% |
| All | -51.1% | +45.2% | -96.3% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling