-48.6%
ORCL vs FIG
-77.7%
+29.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.8% | +7.0% | +8.6% |
| 7D | +3.8% | -14.3% | +18.0% | +5.7% |
| 30D | -6.6% | -13.6% | +7.1% | -5.0% |
| 3M | -11.4% | -23.7% | +12.3% | -9.1% |
| 6M | -33.3% | -5.4% | -27.9% | -33.9% |
| YTD | -33.3% | -49.2% | +16.0% | -31.8% |
| 1Y | -44.9% | -57.4% | +12.4% | -43.7% |
| All | -48.6% | -77.7% | +29.0% | -47.0% |
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