+30.6%
ORCL vs F
-12.6%
+43.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -11.2% | +1.6% | -12.7% | -11.6% |
| 30D | -18.8% | +2.6% | -21.5% | -19.5% |
| 3M | -18.8% | -8.8% | -10.0% | -17.2% |
| 6M | -39.7% | +4.6% | -44.4% | -40.8% |
| YTD | -39.6% | -1.9% | -37.7% | -40.1% |
| 1Y | -51.7% | -0.8% | -51.0% | -52.3% |
| 3Y | +10.2% | +43.5% | -33.2% | -5.3% |
| All | +30.6% | -12.6% | +43.1% | +21.8% |
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 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