+10.2%
ORCL vs FERG
+56.2%
-45.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | -11.2% | -2.1% | -9.1% | -10.4% |
| 30D | -18.8% | +8.7% | -27.5% | -21.6% |
| 3M | -18.8% | -7.4% | -11.4% | -16.3% |
| 6M | -39.7% | -6.6% | -33.1% | -38.3% |
| YTD | -39.6% | +6.6% | -46.2% | -42.0% |
| 1Y | -51.7% | -3.6% | -48.2% | -51.7% |
| 3Y | +10.2% | +56.4% | -46.2% | -10.0% |
| All | +10.2% | +56.2% | -45.9% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling