+4,463.6%
ORCL vs FDS
+9,502.8%
-5,039.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.6% | +4.3% |
| 7D | +5.3% | -1.9% | +7.2% | +6.0% |
| 30D | +10.0% | +9.0% | +0.9% | +6.4% |
| 3M | -32.6% | +18.9% | -51.4% | -37.8% |
| 6M | +4.9% | +35.1% | -30.2% | -8.0% |
| YTD | -17.8% | +5.5% | -23.3% | -21.5% |
| 1Y | -28.0% | -16.8% | -11.2% | -26.2% |
| 3Y | +36.0% | -28.1% | +64.1% | +46.1% |
| 5Y | +88.7% | -17.4% | +106.1% | +90.5% |
| 10Y | +346.9% | +85.4% | +261.5% | +224.7% |
| All | +4,463.6% | +9,502.8% | -5,039.2% | +925.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling