+270.3%
ORCL vs FAST
+541.9%
-271.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.2% |
| 7D | +8.0% | +4.2% | +3.8% | +6.5% |
| 30D | -4.0% | +6.7% | -10.7% | -6.3% |
| 3M | -19.5% | +8.0% | -27.5% | -21.9% |
| 6M | -33.5% | +27.4% | -60.9% | -39.7% |
| YTD | -34.8% | +40.5% | -75.3% | -44.1% |
| 1Y | -41.6% | +38.4% | -80.0% | -49.7% |
| 3Y | +13.8% | +98.7% | -84.9% | -19.0% |
| 5Y | +43.4% | +106.7% | -63.3% | -1.1% |
| All | +270.3% | +541.9% | -271.6% | +69.1% |
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 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