-50.4%
ORCL vs FE
+6.0%
-56.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.7% |
| 7D | -6.5% | -0.5% | -6.0% | -6.9% |
| 30D | -16.6% | +4.3% | -20.9% | -13.8% |
| 3M | -21.6% | +0.4% | -22.0% | -21.9% |
| 6M | -39.4% | +6.9% | -46.3% | -36.7% |
| YTD | -38.7% | +8.0% | -46.7% | -36.0% |
| 1Y | -50.4% | +4.8% | -55.2% | -48.5% |
| All | -50.4% | +6.0% | -56.4% | -48.5% |
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