-53.6%
ORCL vs FIG
-77.9%
+24.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.6% |
| 7D | -11.2% | -13.1% | +2.0% | -9.7% |
| 30D | -18.8% | -13.0% | -5.8% | -17.6% |
| 3M | -18.8% | -21.5% | +2.7% | -17.0% |
| 6M | -39.7% | -2.5% | -37.2% | -40.6% |
| YTD | -39.6% | -49.7% | +10.0% | -38.3% |
| 1Y | -51.7% | -59.1% | +7.3% | -50.6% |
| All | -53.6% | -77.9% | +24.3% | -52.0% |
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 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