+80.9%
ORCL vs FANG
+232.6%
-151.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -5.4% | +2.9% | -8.2% | -5.8% |
| 30D | -2.0% | +2.6% | -4.6% | -2.4% |
| 3M | -18.1% | +7.6% | -25.7% | -19.3% |
| 6M | -7.2% | +17.3% | -24.5% | -10.3% |
| YTD | -22.2% | +38.7% | -60.8% | -27.2% |
| 1Y | -50.6% | +51.6% | -102.3% | -54.7% |
| 3Y | +22.9% | +50.0% | -27.1% | +11.4% |
| All | +80.9% | +232.6% | -151.7% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling