+29.8%
ORCL vs FE
+46.2%
-16.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.8% | -6.9% |
| 7D | -17.5% | +0.6% | -18.1% | -17.5% |
| 30D | -20.2% | +6.4% | -26.6% | -20.2% |
| 3M | -19.9% | -0.5% | -19.5% | -20.0% |
| 6M | -37.4% | +4.7% | -42.2% | -37.7% |
| YTD | -40.1% | +8.4% | -48.5% | -40.8% |
| 1Y | -53.4% | +7.2% | -60.6% | -53.8% |
| 3Y | +10.4% | +44.9% | -34.5% | +1.1% |
| 5Y | +29.8% | +46.3% | -16.5% | +17.8% |
| All | +29.8% | +46.2% | -16.4% | +17.8% |
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