-49.5%
ORCL vs FAST
+32.0%
-81.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -1.3% |
| 7D | -14.4% | +3.4% | -17.8% | -13.3% |
| 30D | -12.8% | +5.5% | -18.3% | -11.0% |
| 3M | -14.8% | +7.6% | -22.4% | -12.6% |
| 6M | -30.9% | +19.8% | -50.7% | -25.6% |
| YTD | -35.7% | +35.5% | -71.1% | -29.7% |
| 1Y | -49.5% | +31.6% | -81.1% | -45.1% |
| All | -49.5% | +32.0% | -81.5% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 1y: compounded portfolio wealth divided by compounded FAST 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…
1y analysis · Full analysis span regression · 6 months rolling