+4,441.7%
ORCL vs DVA
+5,406.5%
-964.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.1% |
| 7D | -11.2% | +2.1% | -13.2% | -11.5% |
| 30D | -18.8% | +8.2% | -27.1% | -20.0% |
| 3M | -18.8% | +5.9% | -24.7% | -19.7% |
| 6M | -39.7% | -1.3% | -38.4% | -40.2% |
| YTD | -39.6% | +68.4% | -108.1% | -45.7% |
| 1Y | -51.7% | +57.5% | -109.2% | -56.2% |
| 3Y | +10.2% | +142.3% | -132.1% | -8.3% |
| 5Y | +30.8% | +75.0% | -44.1% | +11.9% |
| 10Y | +252.1% | +226.4% | +25.7% | +164.3% |
| All | +4,441.7% | +5,406.5% | -964.8% | +2,072.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling