+94.3%
ORCL vs DVA
+38.1%
+56.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.5% |
| 7D | +15.0% | +2.2% | +12.8% | +14.9% |
| 30D | +10.5% | -2.0% | +12.6% | +10.7% |
| 3M | -23.0% | -6.3% | -16.7% | -23.0% |
| 6M | +7.0% | +19.4% | -12.4% | +5.0% |
| YTD | -15.8% | +58.5% | -74.3% | -19.5% |
| 1Y | -31.1% | +33.9% | -64.9% | -33.0% |
| 3Y | +33.3% | +88.4% | -55.2% | +23.2% |
| 5Y | +94.3% | +39.5% | +54.8% | +101.7% |
| All | +94.3% | +38.1% | +56.2% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling