+368.8%
ORCL vs DVA
+186.3%
+182.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.8% |
| 7D | +10.9% | +2.0% | +8.9% | +10.6% |
| 30D | +7.0% | -0.4% | +7.4% | +7.1% |
| 3M | -21.2% | -7.7% | -13.5% | -20.7% |
| 6M | +7.4% | +20.0% | -12.6% | +2.9% |
| YTD | -16.3% | +61.1% | -77.4% | -24.6% |
| 1Y | -32.3% | +33.9% | -66.2% | -37.0% |
| 3Y | +32.6% | +91.5% | -59.0% | +11.6% |
| 5Y | +93.1% | +41.8% | +51.3% | +70.7% |
| 10Y | +368.8% | +187.5% | +181.3% | +233.0% |
| All | +368.8% | +186.3% | +182.5% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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