-41.6%
ORCL vs DVA
+42.3%
-83.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | +8.0% | -8.8% | +16.7% | +6.7% |
| 30D | -4.0% | -3.4% | -0.6% | -4.2% |
| 3M | -19.5% | -2.6% | -16.9% | -19.6% |
| 6M | -33.5% | -11.9% | -21.6% | -34.1% |
| YTD | -34.8% | +53.6% | -88.5% | -28.5% |
| 1Y | -41.6% | +41.9% | -83.5% | -41.5% |
| All | -41.6% | +42.3% | -83.9% | -41.5% |
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