+236.6%
ORCL vs DOW
-15.8%
+252.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.1% | +3.8% |
| 7D | +5.3% | -2.4% | +7.6% | +5.8% |
| 30D | +10.0% | +0.4% | +9.6% | +9.5% |
| 3M | -32.6% | -14.4% | -18.2% | -30.2% |
| 6M | +4.9% | -7.0% | +11.9% | +4.9% |
| YTD | -17.8% | +30.2% | -48.0% | -25.7% |
| 1Y | -28.0% | +29.2% | -57.2% | -35.5% |
| 3Y | +36.0% | -36.7% | +72.7% | +47.7% |
| 5Y | +88.7% | -37.7% | +126.4% | +103.0% |
| All | +236.6% | -15.8% | +252.4% | +179.1% |
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