-50.4%
ORCL vs DRI
+31.8%
-82.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.6% |
| 7D | -6.5% | +4.2% | -10.7% | -5.5% |
| 30D | -16.6% | +15.7% | -32.2% | -13.4% |
| 3M | -21.6% | +5.8% | -27.4% | -20.6% |
| 6M | -39.4% | +18.4% | -57.8% | -35.5% |
| YTD | -38.7% | +28.2% | -66.9% | -30.0% |
| 1Y | -50.4% | +35.9% | -86.3% | -41.5% |
| All | -50.4% | +31.8% | -82.2% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling