-53.9%
ORCL vs FIG
-78.3%
+24.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -16.7% | +9.7% | -4.8% |
| 7D | -17.5% | -17.4% | -0.1% | -15.6% |
| 30D | -20.2% | -15.9% | -4.2% | -18.6% |
| 3M | -19.9% | -34.5% | +14.5% | -16.4% |
| 6M | -37.4% | -5.0% | -32.4% | -38.1% |
| YTD | -40.1% | -50.7% | +10.5% | -38.6% |
| 1Y | -53.4% | -58.1% | +4.7% | -52.2% |
| All | -53.9% | -78.3% | +24.4% | -52.3% |
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