-36.7%
ORCL vs FIG
-71.6%
+34.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.4% | +7.4% | +3.6% |
| 7D | +5.3% | -16.3% | +21.6% | +7.6% |
| 30D | +10.0% | -14.3% | +24.3% | +11.5% |
| 3M | -32.6% | +7.2% | -39.7% | -33.9% |
| 6M | +4.9% | -18.6% | +23.6% | +4.1% |
| YTD | -17.8% | -35.5% | +17.7% | -18.2% |
| 1Y | -28.0% | -55.8% | +27.8% | -27.7% |
| All | -36.7% | -71.6% | +34.9% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling