+242.0%
ORCL vs FICO
+514.7%
-272.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.8% | -7.1% |
| 7D | -17.5% | -0.3% | -17.2% | -17.5% |
| 30D | -20.2% | +1.7% | -21.9% | -21.1% |
| 3M | -19.9% | -35.2% | +15.2% | -14.0% |
| 6M | -37.4% | -33.7% | -3.8% | -34.7% |
| YTD | -40.1% | -58.2% | +18.0% | -30.0% |
| 1Y | -53.4% | -56.6% | +3.2% | -46.4% |
| 3Y | +10.4% | -24.0% | +34.4% | +3.3% |
| 5Y | +29.8% | +86.1% | -56.3% | -10.9% |
| All | +242.0% | +514.7% | -272.7% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling