+8,608.6%
ORCL vs DRI
+7,577.6%
+1,031.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +5.3% | +0.6% | +4.7% | +5.1% |
| 30D | +10.0% | +3.8% | +6.1% | +8.8% |
| 3M | -32.6% | +13.0% | -45.6% | -34.9% |
| 6M | +4.9% | +8.3% | -3.4% | +2.0% |
| YTD | -17.8% | +20.6% | -38.4% | -22.6% |
| 1Y | -28.0% | +6.5% | -34.4% | -30.3% |
| 3Y | +36.0% | +53.7% | -17.7% | +18.4% |
| 5Y | +88.7% | +72.7% | +16.0% | +58.0% |
| 10Y | +346.9% | +363.2% | -16.3% | +163.0% |
| All | +8,608.6% | +7,577.6% | +1,031.0% | +2,607.1% |
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