+277.8%
ORCL vs DTE
+151.0%
+126.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.3% | +8.7% |
| 7D | +3.8% | +1.6% | +2.2% | +3.4% |
| 30D | -6.6% | +9.1% | -15.6% | -8.7% |
| 3M | -11.4% | +2.4% | -13.8% | -12.0% |
| 6M | -33.3% | -0.2% | -33.1% | -33.7% |
| YTD | -33.3% | +11.0% | -44.3% | -36.2% |
| 1Y | -44.9% | +3.4% | -48.3% | -46.2% |
| 3Y | +17.6% | +57.1% | -39.4% | -2.3% |
| 5Y | +46.1% | +46.6% | -0.5% | +23.3% |
| 10Y | +277.8% | +151.3% | +126.5% | +184.9% |
| All | +277.8% | +151.0% | +126.7% | +184.9% |
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