+24,338.5%
ORCL vs FICO
+78,963.7%
-54,625.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.0% |
| 3M | -19.9% | -35.2% | +15.2% | -15.0% |
| 6M | -37.4% | -33.7% | -3.8% | -34.8% |
| YTD | -40.1% | -58.2% | +18.0% | -32.2% |
| 1Y | -53.4% | -56.6% | +3.2% | -47.8% |
| 3Y | +10.4% | -24.0% | +34.4% | +7.9% |
| 5Y | +29.8% | +86.1% | -56.3% | +3.4% |
| 10Y | +249.2% | +522.8% | -273.6% | +113.3% |
| All | +24,338.5% | +78,963.7% | -54,625.2% | +7,737.1% |
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