+1,929.8%
ORCL vs FFIV
+5,982.7%
-4,052.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.5% | -1.5% | -5.6% |
| 7D | -17.5% | -14.2% | -3.3% | -14.1% |
| 30D | -20.2% | -33.6% | +13.5% | -12.4% |
| 3M | -19.9% | -24.2% | +4.3% | -15.1% |
| 6M | -37.4% | -8.3% | -29.1% | -36.7% |
| YTD | -40.1% | +22.1% | -62.3% | -43.7% |
| 1Y | -53.4% | +26.5% | -79.8% | -56.7% |
| 3Y | +10.4% | +102.3% | -91.9% | -9.0% |
| 5Y | +29.8% | +40.6% | -10.9% | +15.8% |
| 10Y | +249.2% | +129.7% | +119.5% | +169.9% |
| All | +1,929.8% | +5,982.7% | -4,052.9% | +461.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling