+29.8%
ORCL vs F
-13.3%
+43.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.7% |
| 7D | -17.5% | +1.4% | -18.9% | -17.8% |
| 30D | -20.2% | +2.0% | -22.2% | -20.7% |
| 3M | -19.9% | -10.4% | -9.6% | -18.1% |
| 6M | -37.4% | +9.7% | -47.1% | -39.2% |
| YTD | -40.1% | -1.2% | -38.9% | -40.7% |
| 1Y | -53.4% | 0.0% | -53.4% | -54.0% |
| 3Y | +10.4% | +41.1% | -30.7% | -4.6% |
| 5Y | +29.8% | -11.4% | +41.2% | +19.9% |
| All | +29.8% | -13.3% | +43.1% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling