+130.7%
ORCL vs DT
+70.4%
+60.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -11.2% | -24.7% | +13.6% | -5.5% |
| 30D | -18.8% | -27.4% | +8.5% | -12.9% |
| 3M | -18.8% | -11.1% | -7.7% | -17.1% |
| 6M | -39.7% | +13.7% | -53.4% | -42.2% |
| YTD | -39.6% | +0.2% | -39.9% | -40.6% |
| 1Y | -51.7% | -5.7% | -46.1% | -52.0% |
| 3Y | +10.2% | -8.1% | +18.4% | +9.2% |
| 5Y | +30.8% | -43.1% | +73.9% | +36.3% |
| All | +130.7% | +70.4% | +60.4% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling