+42.7%
ORCL vs FANG
+108.7%
-66.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | +8.0% | +4.0% | +4.0% | +7.4% |
| 30D | -4.0% | -5.8% | +1.8% | -3.2% |
| 3M | -19.5% | -6.7% | -12.8% | -18.9% |
| 6M | -33.5% | -6.4% | -27.1% | -33.3% |
| YTD | -34.8% | +25.9% | -60.8% | -38.3% |
| 1Y | -41.6% | +31.1% | -72.7% | -45.1% |
| 3Y | +13.8% | +31.3% | -17.6% | +5.1% |
| All | +42.7% | +108.7% | -66.1% | +20.1% |
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