+91.4%
ORCL vs FDS
-17.4%
+108.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.6% | +4.1% |
| 7D | +5.3% | -1.9% | +7.2% | +5.8% |
| 30D | +10.0% | +9.0% | +0.9% | +7.0% |
| 3M | -32.6% | +18.9% | -51.4% | -36.7% |
| 6M | +4.9% | +35.1% | -30.2% | -6.1% |
| YTD | -17.8% | +5.5% | -23.3% | -20.5% |
| 1Y | -28.0% | -16.8% | -11.2% | -24.8% |
| 3Y | +36.0% | -28.1% | +64.1% | +49.8% |
| All | +91.4% | -17.4% | +108.8% | +107.1% |
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