+33,471.1%
ORCL vs F
+639.5%
+32,831.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.7% |
| 7D | +5.3% | +5.3% | -0.1% | +3.8% |
| 30D | +10.0% | +4.6% | +5.4% | +8.6% |
| 3M | -32.6% | -3.7% | -28.9% | -32.0% |
| 6M | +4.9% | +16.8% | -11.9% | -0.4% |
| YTD | -17.8% | +15.3% | -33.0% | -21.9% |
| 1Y | -28.0% | +31.0% | -59.0% | -34.5% |
| 3Y | +36.0% | +45.4% | -9.4% | +15.9% |
| 5Y | +88.7% | +54.7% | +34.1% | +52.3% |
| 10Y | +346.9% | +98.2% | +248.7% | +211.5% |
| All | +33,471.1% | +639.5% | +32,831.6% | +11,101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling