+25.0%
ORCL vs FANG
+45.6%
-20.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.7% | -5.6% |
| 7D | -0.7% | +1.2% | -1.9% | -0.9% |
| 30D | +5.1% | +2.4% | +2.7% | +4.6% |
| 3M | -23.7% | +5.1% | -28.8% | -24.6% |
| 6M | +3.1% | +16.4% | -13.3% | -0.8% |
| YTD | -20.8% | +39.0% | -59.7% | -27.1% |
| 1Y | -52.9% | +50.6% | -103.5% | -57.6% |
| All | +25.0% | +45.6% | -20.5% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 3y: compounded portfolio wealth divided by compounded FANG 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…
3y analysis · Full analysis span regression · 6 months rolling