-39.7%
ORCL vs DVA
+13.0%
-52.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.5% |
| 7D | -11.2% | +2.1% | -13.2% | -10.8% |
| 30D | -18.8% | +8.2% | -27.1% | -17.3% |
| 3M | -18.8% | +5.9% | -24.7% | -17.8% |
| 6M | -39.7% | -1.3% | -38.4% | -31.3% |
| All | -39.7% | +13.0% | -52.8% | -31.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling