+251.6%
ORCL vs F
+88.0%
+163.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.5% | +3.0% |
| 7D | +0.5% | -0.6% | +1.1% | +0.6% |
| 30D | -15.3% | +2.9% | -18.2% | -15.9% |
| 3M | -18.2% | -9.5% | -8.7% | -16.5% |
| 6M | -38.4% | +4.0% | -42.4% | -39.4% |
| YTD | -37.7% | -1.3% | -36.5% | -38.3% |
| 1Y | -49.3% | -1.9% | -47.3% | -49.7% |
| 3Y | +10.6% | +53.5% | -42.9% | -5.2% |
| 5Y | +35.5% | -15.1% | +50.6% | +30.7% |
| 10Y | +251.6% | +81.0% | +170.6% | +154.3% |
| All | +251.6% | +88.0% | +163.6% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling