+244.8%
ORCL vs FE
+107.4%
+137.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | -11.2% | 0.0% | -11.1% | -11.2% |
| 30D | -18.8% | +5.2% | -24.0% | -19.9% |
| 3M | -18.8% | 0.0% | -18.8% | -18.9% |
| 6M | -39.7% | +5.0% | -44.8% | -40.8% |
| YTD | -39.6% | +7.9% | -47.5% | -41.4% |
| 1Y | -51.7% | +6.3% | -58.1% | -53.0% |
| 3Y | +10.2% | +46.0% | -35.8% | -4.1% |
| 5Y | +30.8% | +45.6% | -14.8% | +12.8% |
| All | +244.8% | +107.4% | +137.4% | +185.4% |
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