-31.1%
ORCL vs FIG
-58.0%
+26.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.7% | +8.0% | +3.3% |
| 7D | +15.0% | -16.4% | +31.4% | +18.2% |
| 30D | +10.5% | -2.3% | +12.9% | +10.2% |
| 3M | -23.0% | +7.8% | -30.8% | -25.7% |
| 6M | +7.0% | -21.8% | +28.8% | +7.2% |
| YTD | -15.8% | -39.1% | +23.3% | -14.5% |
| 1Y | -31.1% | -56.6% | +25.6% | -24.6% |
| All | -31.1% | -58.0% | +26.9% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling