+8.1%
ORCL vs FFIV
+102.8%
-94.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -6.5% | -4.2% | -2.3% | -4.9% |
| 30D | -16.6% | -33.9% | +17.3% | -4.2% |
| 3M | -21.6% | -22.6% | +1.0% | -16.4% |
| 6M | -39.4% | -10.4% | -29.0% | -39.5% |
| YTD | -38.7% | +24.3% | -63.0% | -47.2% |
| 1Y | -50.4% | +31.8% | -82.1% | -58.5% |
| 3Y | +8.1% | +99.5% | -91.4% | -20.3% |
| All | +8.1% | +102.8% | -94.7% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling