+2,610.3%
ORCL vs FE
+567.2%
+2,043.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -14.4% | +1.7% | -16.1% | -14.9% |
| 30D | -12.8% | +8.1% | -21.0% | -15.0% |
| 3M | -14.8% | -1.3% | -13.5% | -14.6% |
| 6M | -30.9% | +2.9% | -33.8% | -32.0% |
| YTD | -35.7% | +8.6% | -44.2% | -38.0% |
| 1Y | -49.5% | +6.3% | -55.8% | -51.0% |
| 3Y | +18.6% | +45.1% | -26.5% | +2.1% |
| 5Y | +38.4% | +47.1% | -8.7% | +17.5% |
| 10Y | +275.2% | +110.6% | +164.6% | +171.2% |
| All | +2,610.3% | +567.2% | +2,043.1% | +970.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling