+270.3%
ORCL vs DRI
+331.7%
-61.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +8.0% | +1.1% | +6.9% | +7.7% |
| 30D | -4.0% | +9.7% | -13.7% | -5.9% |
| 3M | -19.5% | +3.2% | -22.6% | -20.2% |
| 6M | -33.5% | +20.6% | -54.0% | -36.4% |
| YTD | -34.8% | +28.3% | -63.1% | -38.9% |
| 1Y | -41.6% | +34.5% | -76.2% | -46.0% |
| 3Y | +13.8% | +66.5% | -52.8% | -0.7% |
| 5Y | +43.4% | +79.6% | -36.3% | +22.0% |
| All | +270.3% | +331.7% | -61.5% | +196.6% |
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