+251.6%
ORCL vs FERG
+494.6%
-243.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.2% | -8.0% | +1.2% |
| 7D | +0.5% | +7.3% | -6.9% | -0.8% |
| 30D | -15.3% | +18.1% | -33.4% | -17.8% |
| 3M | -18.2% | +1.6% | -19.9% | -18.6% |
| 6M | -38.4% | +8.5% | -46.9% | -39.4% |
| YTD | -37.7% | +18.6% | -56.3% | -39.7% |
| 1Y | -49.3% | +5.7% | -55.0% | -50.0% |
| 3Y | +10.6% | +74.0% | -63.4% | +1.5% |
| 5Y | +35.5% | +83.9% | -48.4% | +21.2% |
| 10Y | +251.6% | +494.6% | -243.0% | +200.6% |
| All | +251.6% | +494.6% | -243.0% | +200.6% |
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