+42.7%
ORCL vs DOW
-28.2%
+70.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +8.0% | +5.2% | +2.7% | +7.0% |
| 30D | -4.0% | +13.2% | -17.2% | -6.0% |
| 3M | -19.5% | +10.1% | -29.6% | -21.0% |
| 6M | -33.5% | -13.1% | -20.4% | -31.7% |
| YTD | -34.8% | +46.1% | -80.9% | -41.5% |
| 1Y | -41.6% | +50.0% | -91.6% | -48.0% |
| 3Y | +13.8% | -20.2% | +34.0% | +17.3% |
| All | +42.7% | -28.2% | +70.9% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling