+30.6%
ORCL vs FERG
+65.9%
-35.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -11.2% | -2.1% | -9.1% | -10.4% |
| 30D | -18.8% | +8.7% | -27.5% | -21.5% |
| 3M | -18.8% | -7.4% | -11.4% | -16.4% |
| 6M | -39.7% | -6.6% | -33.1% | -38.4% |
| YTD | -39.6% | +6.6% | -46.2% | -41.8% |
| 1Y | -51.7% | -3.6% | -48.2% | -51.7% |
| 3Y | +10.2% | +56.4% | -46.2% | -11.3% |
| All | +30.6% | +65.9% | -35.4% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling