-43.3%
ORCL vs FERG
+1.3%
-44.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +0.3% |
| 7D | +10.4% | +8.2% | +2.2% | +7.4% |
| 30D | -11.2% | +14.4% | -25.6% | -15.2% |
| 3M | -16.8% | +4.3% | -21.1% | -18.1% |
| 6M | -31.5% | +7.9% | -39.3% | -33.1% |
| YTD | -33.9% | +16.3% | -50.2% | -37.8% |
| 1Y | -43.3% | +2.2% | -45.5% | -44.9% |
| All | -43.3% | +1.3% | -44.6% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling