-49.9%
ORCL vs FIG
-77.1%
+27.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.7% |
| 7D | +8.0% | +3.4% | +4.6% | +7.5% |
| 30D | -4.0% | -9.5% | +5.5% | -3.0% |
| 3M | -19.5% | -26.2% | +6.7% | -16.9% |
| 6M | -33.5% | +2.7% | -36.2% | -34.8% |
| YTD | -34.8% | -48.0% | +13.1% | -33.6% |
| 1Y | -41.6% | -52.0% | +10.4% | -40.5% |
| All | -49.9% | -77.1% | +27.3% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling