+33,471.1%
ORCL vs DTE
+3,490.8%
+29,980.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | +5.3% | +0.2% | +5.1% | +5.2% |
| 30D | +10.0% | -2.6% | +12.5% | +10.9% |
| 3M | -32.6% | -3.9% | -28.7% | -32.0% |
| 6M | +4.9% | -7.9% | +12.8% | +6.9% |
| YTD | -17.8% | +7.2% | -24.9% | -21.2% |
| 1Y | -28.0% | +3.1% | -31.1% | -30.1% |
| 3Y | +36.0% | +47.6% | -11.6% | +12.1% |
| 5Y | +88.7% | +32.7% | +56.0% | +60.7% |
| 10Y | +346.9% | +138.8% | +208.2% | +185.7% |
| All | +33,471.1% | +3,490.8% | +29,980.4% | +6,837.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling