-28.0%
ORCL vs FGI
+81.8%
-109.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.5% | -4.5% | +2.9% |
| 7D | +5.3% | +0.5% | +4.7% | +5.2% |
| 30D | +10.0% | +65.4% | -55.4% | +7.6% |
| 3M | -32.6% | +23.5% | -56.1% | -33.7% |
| 6M | +4.9% | +60.5% | -55.6% | +1.4% |
| YTD | -17.8% | +30.0% | -47.8% | -20.1% |
| 1Y | -28.0% | +82.1% | -110.1% | -30.7% |
| All | -28.0% | +81.8% | -109.8% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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