-41.6%
ORCL vs F
-6.9%
-34.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +8.0% | -3.1% | +11.1% | +8.6% |
| 30D | -4.0% | 0.0% | -4.0% | -4.2% |
| 3M | -19.5% | -13.2% | -6.2% | -17.4% |
| 6M | -33.5% | -10.2% | -23.3% | -32.1% |
| YTD | -34.8% | -4.9% | -29.9% | -35.8% |
| 1Y | -41.6% | -6.1% | -35.5% | -41.8% |
| All | -41.6% | -6.9% | -34.7% | -41.8% |
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