+33,471.1%
ORCL vs FICO
+104,095.6%
-70,624.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -16.7% | +19.8% | +6.4% |
| 7D | +5.3% | -19.2% | +24.4% | +9.4% |
| 30D | +10.0% | -14.6% | +24.6% | +12.9% |
| 3M | -32.6% | -20.1% | -12.5% | -30.7% |
| 6M | +4.9% | -36.3% | +41.3% | +11.8% |
| YTD | -17.8% | -44.9% | +27.1% | -9.9% |
| 1Y | -28.0% | -38.6% | +10.6% | -23.7% |
| 3Y | +36.0% | +4.0% | +32.0% | +27.5% |
| 5Y | +88.7% | +99.5% | -10.8% | +51.5% |
| 10Y | +346.9% | +604.7% | -257.8% | +171.5% |
| All | +33,471.1% | +104,095.6% | -70,624.4% | +10,310.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling