-51.7%
ORCL vs FFIV
+26.7%
-78.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -11.2% | -8.1% | -3.0% | -9.0% |
| 30D | -18.8% | -33.4% | +14.6% | -11.3% |
| 3M | -18.8% | -24.7% | +6.0% | -15.9% |
| 6M | -39.7% | -8.8% | -30.9% | -41.7% |
| YTD | -39.6% | +21.8% | -61.4% | -44.0% |
| 1Y | -51.7% | +25.3% | -77.0% | -54.6% |
| All | -51.7% | +26.7% | -78.4% | -54.6% |
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