+4,515.2%
ORCL vs DVA
+5,059.1%
-543.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.0% |
| 7D | -6.5% | -1.6% | -4.9% | -6.4% |
| 30D | -16.6% | 0.0% | -16.6% | -16.7% |
| 3M | -21.6% | -2.4% | -19.2% | -21.6% |
| 6M | -39.4% | -9.8% | -29.6% | -39.0% |
| YTD | -38.7% | +57.8% | -96.5% | -44.3% |
| 1Y | -50.4% | +49.2% | -99.5% | -54.6% |
| 3Y | +8.1% | +116.0% | -107.9% | -8.4% |
| 5Y | +34.5% | +68.5% | -34.0% | +15.6% |
| 10Y | +246.0% | +198.9% | +47.1% | +163.3% |
| All | +4,515.2% | +5,059.1% | -543.9% | +2,129.5% |
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 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