+147.0%
ORCL vs DOW
-10.2%
+157.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.3% |
| 7D | -11.2% | -9.5% | -1.6% | -8.9% |
| 30D | -18.8% | +13.1% | -31.9% | -21.4% |
| 3M | -18.8% | +4.8% | -23.6% | -20.2% |
| 6M | -39.7% | -16.7% | -23.1% | -37.4% |
| YTD | -39.6% | +38.9% | -78.5% | -46.5% |
| 1Y | -51.7% | +48.3% | -100.0% | -58.2% |
| 3Y | +10.2% | -24.4% | +34.6% | +13.3% |
| 5Y | +30.8% | -29.2% | +60.0% | +35.6% |
| All | +147.0% | -10.2% | +157.2% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling