+3,365.3%
ORCL vs FE
+561.4%
+2,803.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.2% |
| 7D | +5.3% | +1.9% | +3.3% | +4.7% |
| 30D | +10.0% | -1.2% | +11.1% | +10.3% |
| 3M | -32.6% | +3.5% | -36.1% | -33.6% |
| 6M | +4.9% | -6.1% | +11.0% | +6.1% |
| YTD | -17.8% | +7.6% | -25.4% | -20.4% |
| 1Y | -28.0% | +11.9% | -39.9% | -31.4% |
| 3Y | +36.0% | +48.4% | -12.4% | +16.1% |
| 5Y | +88.7% | +44.8% | +43.9% | +61.0% |
| 10Y | +346.9% | +115.9% | +231.0% | +220.3% |
| All | +3,365.3% | +561.4% | +2,803.9% | +1,274.1% |
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