+3,222.2%
ORCL vs FDS
+10,727.5%
-7,505.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.4% | -6.7% |
| 7D | -17.5% | +6.4% | -23.9% | -19.6% |
| 30D | -20.2% | +25.2% | -45.3% | -26.9% |
| 3M | -19.9% | +22.9% | -42.9% | -26.7% |
| 6M | -37.4% | +56.5% | -93.9% | -48.6% |
| YTD | -40.1% | +19.0% | -59.1% | -45.9% |
| 1Y | -53.4% | +32.7% | -86.1% | -59.8% |
| 3Y | +10.4% | -20.4% | +30.8% | +13.0% |
| 5Y | +29.8% | -19.6% | +49.4% | +30.9% |
| 10Y | +249.2% | +148.5% | +100.7% | +126.0% |
| All | +3,222.2% | +10,727.5% | -7,505.3% | +606.1% |
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 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