+540.2%
ORCL vs FANG
+1,373.6%
-833.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | +15.0% | -1.7% | +16.7% | +15.2% |
| 30D | +10.5% | +6.8% | +3.8% | +9.6% |
| 3M | -23.0% | +1.3% | -24.3% | -23.3% |
| 6M | +7.0% | +11.8% | -4.8% | +5.0% |
| YTD | -15.8% | +35.1% | -50.9% | -19.4% |
| 1Y | -31.1% | +48.9% | -80.0% | -34.9% |
| 3Y | +33.3% | +42.8% | -9.5% | +25.4% |
| 5Y | +94.3% | +230.3% | -136.0% | +63.7% |
| 10Y | +363.4% | +167.0% | +196.4% | +270.1% |
| All | +540.2% | +1,373.6% | -833.3% | +300.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling