+13.8%
ORCL vs FDS
-23.3%
+37.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | +8.0% | +1.5% | +6.5% | +7.7% |
| 30D | -4.0% | +14.8% | -18.8% | -6.8% |
| 3M | -19.5% | +16.3% | -35.7% | -22.2% |
| 6M | -33.5% | +66.2% | -99.7% | -41.9% |
| YTD | -34.8% | +16.2% | -51.1% | -38.4% |
| 1Y | -41.6% | +21.8% | -63.5% | -45.5% |
| 3Y | +13.8% | -23.9% | +37.6% | +22.3% |
| All | +13.8% | -23.3% | +37.0% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling