+699.7%
ORCL vs FERG
+1,348.4%
-648.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.8% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +10.0% | -10.2% | +20.1% | +11.5% |
| 3M | -32.6% | -0.6% | -32.0% | -32.5% |
| 6M | +4.9% | -6.5% | +11.5% | +5.6% |
| YTD | -17.8% | +4.2% | -21.9% | -18.3% |
| 1Y | -28.0% | -2.3% | -25.7% | -28.0% |
| 3Y | +36.0% | +48.5% | -12.5% | +30.0% |
| 5Y | +88.7% | +72.0% | +16.7% | +77.0% |
| 10Y | +346.9% | +369.9% | -23.0% | +301.8% |
| All | +699.7% | +1,348.4% | -648.7% | +586.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling