-52.1%
ORCL vs FIG
-77.2%
+25.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | 0.0% | +2.8% |
| 7D | +0.5% | -12.6% | +13.1% | +2.0% |
| 30D | -15.3% | -13.8% | -1.5% | -13.9% |
| 3M | -18.2% | -16.7% | -1.5% | -17.0% |
| 6M | -38.4% | -6.1% | -32.3% | -38.9% |
| YTD | -37.7% | -48.1% | +10.4% | -36.6% |
| 1Y | -49.3% | -56.2% | +6.9% | -48.3% |
| All | -52.1% | -77.2% | +25.1% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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