-28.0%
ORCL vs FE
+11.4%
-39.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +2.5% |
| 7D | +5.3% | +1.9% | +3.3% | +7.3% |
| 30D | +10.0% | -1.2% | +11.1% | +8.7% |
| 3M | -32.6% | +3.5% | -36.1% | -29.6% |
| 6M | +4.9% | -6.1% | +11.0% | +1.4% |
| YTD | -17.8% | +7.6% | -25.4% | -7.5% |
| 1Y | -28.0% | +11.9% | -39.9% | +1.3% |
| All | -28.0% | +11.4% | -39.4% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling