-32.3%
ORCL vs DVA
+36.0%
-68.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.2% |
| 7D | +10.9% | +2.0% | +8.9% | +11.3% |
| 30D | +7.0% | -0.4% | +7.4% | +6.9% |
| 3M | -21.2% | -7.7% | -13.5% | -22.0% |
| 6M | +7.4% | +20.0% | -12.6% | +12.5% |
| YTD | -16.3% | +61.1% | -77.4% | -1.6% |
| 1Y | -32.3% | +33.9% | -66.2% | -40.7% |
| All | -32.3% | +36.0% | -68.4% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling