+30.6%
ORCL vs FE
+42.2%
-11.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.8% |
| 7D | -11.2% | -1.0% | -10.1% | -11.2% |
| 30D | -18.8% | +4.1% | -23.0% | -18.9% |
| 3M | -18.8% | -1.0% | -17.8% | -18.8% |
| 6M | -39.7% | +4.0% | -43.7% | -40.0% |
| YTD | -39.6% | +6.8% | -46.5% | -40.3% |
| 1Y | -51.7% | +5.3% | -57.0% | -52.2% |
| 3Y | +10.2% | +44.6% | -34.3% | +0.5% |
| All | +30.6% | +42.2% | -11.6% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling