+363.4%
ORCL vs FERG
+358.9%
+4.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | +15.0% | +3.4% | +11.6% | +14.4% |
| 30D | +10.5% | -11.5% | +22.1% | +12.9% |
| 3M | -23.0% | +1.3% | -24.3% | -23.2% |
| 6M | +7.0% | -1.0% | +8.0% | +6.9% |
| YTD | -15.8% | +3.2% | -19.0% | -16.4% |
| 1Y | -31.1% | -3.0% | -28.1% | -31.0% |
| 3Y | +33.3% | +55.0% | -21.7% | +25.3% |
| 5Y | +94.3% | +72.6% | +21.7% | +78.7% |
| 10Y | +363.4% | +358.9% | +4.4% | +307.8% |
| All | +363.4% | +358.9% | +4.4% | +307.8% |
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