-30.9%
ORCL vs FGI
-9.3%
-21.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.0% | +3.0% | -1.8% |
| 7D | -14.4% | +3.3% | -17.7% | -14.4% |
| 30D | -12.8% | -2.0% | -10.8% | -12.8% |
| 3M | -14.8% | +60.3% | -75.0% | -17.2% |
| 6M | -30.9% | +0.7% | -31.6% | -30.7% |
| All | -30.9% | -9.3% | -21.6% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling