-41.6%
ORCL vs DRI
+34.4%
-76.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.3% |
| 7D | +8.0% | +1.1% | +6.9% | +8.2% |
| 30D | -4.0% | +9.7% | -13.7% | -1.7% |
| 3M | -19.5% | +3.2% | -22.6% | -19.1% |
| 6M | -33.5% | +20.6% | -54.0% | -28.9% |
| YTD | -34.8% | +28.3% | -63.1% | -25.4% |
| 1Y | -41.6% | +34.5% | -76.2% | -30.9% |
| All | -41.6% | +34.4% | -76.1% | -30.9% |
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