+242.0%
ORCL vs FAST
+585.7%
-343.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.3% | -6.7% |
| 7D | -17.5% | +0.7% | -18.1% | -17.7% |
| 30D | -20.2% | +4.6% | -24.8% | -21.7% |
| 3M | -19.9% | +6.4% | -26.3% | -22.0% |
| 6M | -37.4% | +20.6% | -58.0% | -42.1% |
| YTD | -40.1% | +34.7% | -74.8% | -47.8% |
| 1Y | -53.4% | +29.7% | -83.0% | -58.8% |
| 3Y | +10.4% | +89.9% | -79.5% | -19.9% |
| 5Y | +29.8% | +105.0% | -75.2% | -10.3% |
| All | +242.0% | +585.7% | -343.7% | +59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling