-51.7%
ORCL vs FE
+6.2%
-57.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.5% |
| 7D | -11.2% | 0.0% | -11.1% | -11.1% |
| 30D | -18.8% | +5.2% | -24.0% | -15.6% |
| 3M | -18.8% | 0.0% | -18.8% | -19.3% |
| 6M | -39.7% | +5.0% | -44.8% | -37.7% |
| YTD | -39.6% | +7.9% | -47.5% | -37.0% |
| 1Y | -51.7% | +6.3% | -58.1% | -49.7% |
| All | -51.7% | +6.2% | -57.9% | -49.7% |
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