-51.7%
ORCL vs FAST
+30.1%
-81.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.9% |
| 7D | -11.2% | +2.1% | -13.2% | -10.4% |
| 30D | -18.8% | +6.9% | -25.7% | -16.8% |
| 3M | -18.8% | +4.8% | -23.6% | -17.4% |
| 6M | -39.7% | +19.8% | -59.5% | -34.9% |
| YTD | -39.6% | +34.9% | -74.5% | -33.0% |
| 1Y | -51.7% | +32.8% | -84.5% | -47.2% |
| All | -51.7% | +30.1% | -81.8% | -47.2% |
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 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