+221.8%
ORCL vs DT
+97.2%
+124.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +3.1% |
| 7D | +15.0% | -4.9% | +19.9% | +16.3% |
| 30D | +10.5% | +2.7% | +7.8% | +9.8% |
| 3M | -23.0% | +20.0% | -43.0% | -26.6% |
| 6M | +7.0% | +28.0% | -21.0% | +0.2% |
| YTD | -15.8% | +16.0% | -31.8% | -19.5% |
| 1Y | -31.1% | +0.7% | -31.8% | -32.5% |
| 3Y | +33.3% | +6.2% | +27.1% | +28.5% |
| 5Y | +94.3% | -28.1% | +122.4% | +93.3% |
| All | +221.8% | +97.2% | +124.6% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling