+368.8%
ORCL vs DTE
+136.5%
+232.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | +10.9% | 0.0% | +10.9% | +10.9% |
| 30D | +7.0% | -0.5% | +7.5% | +7.1% |
| 3M | -21.2% | -6.0% | -15.2% | -20.2% |
| 6M | +7.4% | -7.2% | +14.6% | +8.6% |
| YTD | -16.3% | +7.2% | -23.4% | -19.2% |
| 1Y | -32.3% | +4.1% | -36.4% | -34.2% |
| 3Y | +32.6% | +46.9% | -14.3% | +12.5% |
| 5Y | +93.1% | +32.9% | +60.2% | +68.8% |
| 10Y | +368.8% | +144.5% | +224.3% | +247.3% |
| All | +368.8% | +136.5% | +232.3% | +247.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling