+270.3%
ORCL vs FERG
+424.2%
-154.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +8.0% | +9.7% | -1.8% | +6.1% |
| 30D | -4.0% | +15.0% | -19.0% | -6.4% |
| 3M | -19.5% | +3.8% | -23.2% | -20.1% |
| 6M | -33.5% | +10.6% | -44.1% | -34.8% |
| YTD | -34.8% | +17.0% | -51.8% | -36.8% |
| 1Y | -41.6% | +7.1% | -48.7% | -42.6% |
| 3Y | +13.8% | +67.7% | -54.0% | +4.7% |
| 5Y | +43.4% | +76.4% | -33.0% | +28.3% |
| All | +270.3% | +424.2% | -154.0% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 10y: compounded portfolio wealth divided by compounded FERG 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…
10y analysis · Full analysis span regression · 6 months rolling