+244.8%
ORCL vs FE
+105.3%
+139.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | -11.2% | -1.0% | -10.1% | -11.0% |
| 30D | -18.8% | +4.1% | -23.0% | -19.7% |
| 3M | -18.8% | -1.0% | -17.8% | -18.7% |
| 6M | -39.7% | +4.0% | -43.7% | -40.7% |
| YTD | -39.6% | +6.8% | -46.5% | -41.2% |
| 1Y | -51.7% | +5.3% | -57.0% | -52.9% |
| 3Y | +10.2% | +44.6% | -34.3% | -3.9% |
| 5Y | +30.8% | +44.2% | -13.4% | +13.1% |
| All | +244.8% | +105.3% | +139.5% | +186.1% |
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