+45.4%
ORCL vs DT
-39.3%
+84.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.4% |
| 7D | +10.4% | +2.7% | +7.6% | +9.6% |
| 30D | -11.2% | -30.4% | +19.1% | -2.3% |
| 3M | -16.8% | -9.4% | -7.4% | -15.2% |
| 6M | -31.5% | +14.5% | -46.0% | -35.1% |
| YTD | -33.9% | +3.6% | -37.5% | -36.1% |
| 1Y | -43.3% | -3.4% | -39.8% | -44.2% |
| 3Y | +16.5% | -11.1% | +27.6% | +15.3% |
| 5Y | +45.4% | -39.5% | +84.9% | +40.6% |
| All | +45.4% | -39.3% | +84.7% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling