+8.1%
ORCL vs DTE
+55.4%
-47.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.4% |
| 7D | -6.5% | +3.5% | -10.0% | -5.7% |
| 30D | -16.6% | +9.5% | -26.1% | -14.7% |
| 3M | -21.6% | +2.5% | -24.1% | -21.3% |
| 6M | -39.4% | +0.6% | -39.9% | -39.5% |
| YTD | -38.7% | +10.5% | -49.1% | -38.7% |
| 1Y | -50.4% | +3.3% | -53.7% | -50.4% |
| 3Y | +8.1% | +56.3% | -48.2% | +8.1% |
| All | +8.1% | +55.4% | -47.3% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling