+34.5%
ORCL vs FDS
-22.8%
+57.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -6.5% | -2.0% | -4.5% | -6.1% |
| 30D | -16.6% | +13.5% | -30.1% | -19.8% |
| 3M | -21.6% | +15.2% | -36.8% | -25.4% |
| 6M | -39.4% | +47.0% | -86.4% | -47.3% |
| YTD | -38.7% | +13.9% | -52.6% | -42.4% |
| 1Y | -50.4% | +25.2% | -75.5% | -55.1% |
| 3Y | +8.1% | -25.3% | +33.4% | +18.1% |
| 5Y | +34.5% | -23.3% | +57.8% | +41.5% |
| All | +34.5% | -22.8% | +57.3% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling