-43.3%
ORCL vs FAST
+38.4%
-81.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +10.4% | +5.0% | +5.4% | +12.2% |
| 30D | -11.2% | +8.6% | -19.8% | -8.4% |
| 3M | -16.8% | +6.9% | -23.7% | -14.9% |
| 6M | -31.5% | +29.6% | -61.1% | -23.8% |
| YTD | -33.9% | +41.4% | -75.3% | -24.5% |
| 1Y | -43.3% | +38.5% | -81.8% | -35.8% |
| All | -43.3% | +38.4% | -81.7% | -35.8% |
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