-58.1%
ORCL vs FIGR
-28.7%
-29.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.1% | -2.1% |
| 7D | +10.4% | +22.8% | -12.4% | +6.2% |
| 30D | -11.2% | -5.8% | -5.4% | -10.6% |
| 3M | -16.8% | -16.3% | -0.4% | -14.9% |
| 6M | -31.5% | -35.0% | +3.5% | -28.2% |
| YTD | -33.9% | -37.1% | +3.2% | -33.0% |
| 1Y | -43.3% | -31.2% | -12.1% | -43.7% |
| All | -58.1% | -28.7% | -29.4% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling