-51.7%
ORCL vs F
-0.9%
-50.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -11.2% | +1.6% | -12.7% | -11.5% |
| 30D | -18.8% | +2.6% | -21.5% | -19.4% |
| 3M | -18.8% | -8.8% | -10.0% | -17.5% |
| 6M | -39.7% | +4.6% | -44.4% | -39.5% |
| YTD | -39.6% | -1.9% | -37.7% | -40.9% |
| 1Y | -51.7% | -0.8% | -51.0% | -52.6% |
| All | -51.7% | -0.9% | -50.8% | -52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling