+31.5%
ORCL vs DTE
+48.5%
-17.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +2.9% |
| 7D | +5.3% | +0.2% | +5.1% | +5.3% |
| 30D | +10.0% | -2.6% | +12.5% | +9.3% |
| 3M | -32.6% | -3.9% | -28.7% | -33.2% |
| 6M | +4.9% | -7.9% | +12.8% | +3.6% |
| YTD | -17.8% | +7.2% | -24.9% | -18.1% |
| 1Y | -28.0% | +3.1% | -31.1% | -28.4% |
| All | +31.5% | +48.5% | -17.0% | +32.5% |
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