+346.9%
ORCL vs DRI
+363.5%
-16.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +5.3% | +0.6% | +4.7% | +5.1% |
| 30D | +10.0% | +3.8% | +6.1% | +9.0% |
| 3M | -32.6% | +13.0% | -45.6% | -34.5% |
| 6M | +4.9% | +8.3% | -3.4% | +2.6% |
| YTD | -17.8% | +20.6% | -38.4% | -21.8% |
| 1Y | -28.0% | +6.5% | -34.4% | -29.8% |
| 3Y | +36.0% | +53.7% | -17.7% | +20.9% |
| 5Y | +88.7% | +72.7% | +16.0% | +62.1% |
| All | +346.9% | +363.5% | -16.6% | +234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling