+8.1%
ORCL vs DRI
+69.5%
-61.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -6.5% | +4.2% | -10.7% | -6.8% |
| 30D | -16.6% | +15.7% | -32.2% | -17.7% |
| 3M | -21.6% | +5.8% | -27.4% | -22.1% |
| 6M | -39.4% | +18.4% | -57.8% | -40.5% |
| YTD | -38.7% | +28.2% | -66.9% | -41.3% |
| 1Y | -50.4% | +35.9% | -86.3% | -53.3% |
| 3Y | +8.1% | +67.7% | -59.7% | -2.9% |
| All | +8.1% | +69.5% | -61.4% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling