+486.9%
ORCL vs FERG
+1,382.0%
-895.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -11.2% | -2.1% | -9.1% | -10.9% |
| 30D | -18.8% | +8.7% | -27.5% | -19.7% |
| 3M | -18.8% | -7.4% | -11.4% | -18.0% |
| 6M | -39.7% | -6.6% | -33.1% | -39.3% |
| YTD | -39.6% | +6.6% | -46.2% | -40.2% |
| 1Y | -51.7% | -3.6% | -48.2% | -51.7% |
| 3Y | +10.2% | +56.4% | -46.2% | +4.8% |
| 5Y | +30.8% | +67.5% | -36.7% | +22.4% |
| 10Y | +252.1% | +434.6% | -182.5% | +213.6% |
| All | +486.9% | +1,382.0% | -895.0% | +402.3% |
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 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