-30.8%
ORCL vs DTE
+0.1%
-30.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.3% | +9.1% |
| 7D | +3.8% | +1.6% | +2.2% | +4.4% |
| 30D | -6.6% | +9.1% | -15.6% | -1.3% |
| 3M | -11.4% | +2.4% | -13.8% | -13.5% |
| All | -30.8% | +0.1% | -30.9% | -32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling