+32.7%
ORCL vs FE
+49.5%
-16.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +2.9% |
| 7D | +5.3% | +1.9% | +3.3% | +5.9% |
| 30D | +10.0% | -1.2% | +11.1% | +9.6% |
| 3M | -32.6% | +3.5% | -36.1% | -31.8% |
| 6M | +4.9% | -6.1% | +11.0% | +4.4% |
| YTD | -17.8% | +7.6% | -25.4% | -16.3% |
| 1Y | -28.0% | +11.9% | -39.9% | -26.3% |
| All | +32.7% | +49.5% | -16.8% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling