-50.4%
ORCL vs DVA
+47.6%
-97.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -2.0% |
| 7D | -6.5% | -1.6% | -4.9% | -6.7% |
| 30D | -16.6% | 0.0% | -16.6% | -16.4% |
| 3M | -21.6% | -2.4% | -19.2% | -21.8% |
| 6M | -39.4% | -9.8% | -29.6% | -39.8% |
| YTD | -38.7% | +57.8% | -96.5% | -32.6% |
| 1Y | -50.4% | +49.2% | -99.5% | -48.6% |
| All | -50.4% | +47.6% | -97.9% | -48.6% |
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