+277.8%
ORCL vs FDS
+132.8%
+145.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.7% | +6.1% | +7.9% |
| 7D | +3.8% | -2.1% | +5.9% | +4.5% |
| 30D | -6.6% | +16.0% | -22.6% | -11.8% |
| 3M | -11.4% | +18.8% | -30.2% | -17.8% |
| 6M | -33.3% | +54.1% | -87.4% | -44.9% |
| YTD | -33.3% | +17.0% | -50.3% | -39.0% |
| 1Y | -44.9% | +25.5% | -70.4% | -51.3% |
| 3Y | +17.6% | -23.3% | +40.9% | +25.2% |
| 5Y | +46.1% | -22.6% | +68.7% | +52.4% |
| 10Y | +277.8% | +130.2% | +147.5% | +143.6% |
| All | +277.8% | +132.8% | +145.0% | +143.6% |
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