-37.4%
ORCL vs FFIV
-5.7%
-31.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.5% | -1.5% | -5.7% |
| 7D | -17.5% | -14.2% | -3.3% | -15.0% |
| 30D | -20.2% | -33.6% | +13.5% | -14.6% |
| 3M | -19.9% | -24.2% | +4.3% | -20.2% |
| 6M | -37.4% | -8.3% | -29.1% | -38.5% |
| All | -37.4% | -5.7% | -31.7% | -38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling