+32.7%
ORCL vs FAST
+86.1%
-53.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.0% |
| 7D | +5.3% | -0.4% | +5.6% | +5.3% |
| 30D | +10.0% | -0.8% | +10.7% | +10.0% |
| 3M | -32.6% | +5.8% | -38.3% | -32.9% |
| 6M | +4.9% | +8.0% | -3.1% | +3.7% |
| YTD | -17.8% | +25.6% | -43.4% | -21.5% |
| 1Y | -28.0% | +0.8% | -28.8% | -27.1% |
| All | +32.7% | +86.1% | -53.4% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling