+251.6%
ORCL vs FDS
+135.1%
+116.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.5% | +3.3% |
| 7D | +0.5% | -5.0% | +5.4% | +2.0% |
| 30D | -15.3% | +13.8% | -29.1% | -19.5% |
| 3M | -18.2% | +14.8% | -33.1% | -23.2% |
| 6M | -38.4% | +47.4% | -85.8% | -48.4% |
| YTD | -37.7% | +14.2% | -51.9% | -42.7% |
| 1Y | -49.3% | +26.6% | -75.9% | -55.5% |
| 3Y | +10.6% | -24.4% | +35.1% | +18.1% |
| 5Y | +35.5% | -22.6% | +58.1% | +41.0% |
| 10Y | +251.6% | +130.0% | +121.6% | +125.3% |
| All | +251.6% | +135.1% | +116.5% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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