+15.4%
ORCL vs DOW
-19.8%
+35.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.2% |
| 7D | +10.4% | +3.7% | +6.7% | +9.9% |
| 30D | -11.2% | +16.3% | -27.5% | -12.7% |
| 3M | -16.8% | +9.7% | -26.5% | -17.7% |
| 6M | -31.5% | -14.1% | -17.4% | -29.9% |
| YTD | -33.9% | +46.6% | -80.5% | -38.8% |
| 1Y | -43.3% | +56.8% | -100.1% | -48.2% |
| All | +15.4% | -19.8% | +35.2% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling