+30.6%
ORCL vs FFIV
+39.5%
-8.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -11.2% | -8.1% | -3.0% | -7.9% |
| 30D | -18.8% | -33.4% | +14.6% | -6.1% |
| 3M | -18.8% | -24.7% | +6.0% | -11.4% |
| 6M | -39.7% | -8.8% | -30.9% | -39.7% |
| YTD | -39.6% | +21.8% | -61.4% | -47.2% |
| 1Y | -51.7% | +25.3% | -77.0% | -58.5% |
| 3Y | +10.2% | +101.2% | -90.9% | -24.2% |
| All | +30.6% | +39.5% | -8.9% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling