+32.7%
ORCL vs DOW
-36.6%
+69.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.1% | +3.5% |
| 7D | +5.3% | -2.4% | +7.6% | +5.5% |
| 30D | +10.0% | +0.4% | +9.6% | +9.7% |
| 3M | -32.6% | -14.4% | -18.2% | -31.2% |
| 6M | +4.9% | -7.0% | +11.9% | +4.8% |
| YTD | -17.8% | +30.2% | -48.0% | -22.9% |
| 1Y | -28.0% | +29.2% | -57.2% | -32.7% |
| All | +32.7% | -36.6% | +69.3% | +37.6% |
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