+10.2%
ORCL vs DRI
+66.4%
-56.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -11.2% | +2.8% | -14.0% | -11.4% |
| 30D | -18.8% | +13.3% | -32.1% | -19.8% |
| 3M | -18.8% | +8.2% | -27.0% | -19.4% |
| 6M | -39.7% | +17.5% | -57.3% | -40.9% |
| YTD | -39.6% | +26.9% | -66.5% | -42.1% |
| 1Y | -51.7% | +31.6% | -83.3% | -54.3% |
| 3Y | +10.2% | +67.0% | -56.7% | 0.0% |
| All | +10.2% | +66.4% | -56.2% | 0.0% |
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