+346.9%
ORCL vs FE
+115.1%
+231.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.2% |
| 7D | +5.3% | +1.9% | +3.3% | +4.8% |
| 30D | +10.0% | -1.2% | +11.1% | +10.2% |
| 3M | -32.6% | +3.5% | -36.1% | -33.4% |
| 6M | +4.9% | -6.1% | +11.0% | +5.9% |
| YTD | -17.8% | +7.6% | -25.4% | -20.0% |
| 1Y | -28.0% | +11.9% | -39.9% | -30.9% |
| 3Y | +36.0% | +48.4% | -12.4% | +17.6% |
| 5Y | +88.7% | +44.8% | +43.9% | +63.2% |
| All | +346.9% | +115.1% | +231.8% | +263.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling