-49.5%
ORCL vs FFIV
+33.5%
-83.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -14.4% | -9.8% | -4.6% | -12.2% |
| 30D | -12.8% | -28.1% | +15.3% | -7.0% |
| 3M | -14.8% | -20.0% | +5.2% | -13.3% |
| 6M | -30.9% | -0.1% | -30.8% | -35.0% |
| YTD | -35.7% | +29.2% | -64.8% | -41.5% |
| 1Y | -49.5% | +36.6% | -86.1% | -52.7% |
| All | -49.5% | +33.5% | -83.0% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling