+505.6%
ORCL vs FERG
+1,548.3%
-1,042.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.2% | -8.0% | +1.7% |
| 7D | +0.5% | +7.3% | -6.9% | -0.5% |
| 30D | -15.3% | +18.1% | -33.4% | -17.2% |
| 3M | -18.2% | +1.6% | -19.9% | -18.5% |
| 6M | -38.4% | +8.5% | -46.9% | -39.2% |
| YTD | -37.7% | +18.6% | -56.3% | -39.2% |
| 1Y | -49.3% | +5.7% | -55.0% | -49.8% |
| 3Y | +10.6% | +74.0% | -63.4% | +3.6% |
| 5Y | +35.5% | +83.9% | -48.4% | +24.9% |
| 10Y | +251.6% | +494.6% | -243.0% | +208.6% |
| All | +505.6% | +1,548.3% | -1,042.7% | +410.7% |
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