+6,239.6%
ORCL vs DRI
+8,061.0%
-1,821.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.1% | -6.7% |
| 7D | -17.5% | +3.7% | -21.2% | -18.3% |
| 30D | -20.2% | +13.5% | -33.6% | -22.8% |
| 3M | -19.9% | +10.4% | -30.3% | -22.2% |
| 6M | -37.4% | +19.5% | -56.9% | -40.7% |
| YTD | -40.1% | +28.2% | -68.3% | -44.6% |
| 1Y | -53.4% | +31.0% | -84.4% | -57.3% |
| 3Y | +10.4% | +67.1% | -56.7% | -6.1% |
| 5Y | +29.8% | +74.7% | -44.9% | +8.3% |
| 10Y | +249.2% | +376.2% | -126.9% | +103.9% |
| All | +6,239.6% | +8,061.0% | -1,821.4% | +1,836.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling