+275.4%
ORCL vs FISV
+22.0%
+253.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | +0.1% |
| 7D | +10.4% | -2.0% | +12.4% | +11.0% |
| 30D | -11.2% | +31.8% | -43.0% | -18.3% |
| 3M | -16.8% | +19.3% | -36.0% | -21.3% |
| 6M | -31.5% | +12.1% | -43.5% | -34.6% |
| YTD | -33.9% | -8.4% | -25.5% | -33.3% |
| 1Y | -43.3% | -4.5% | -38.8% | -43.6% |
| 3Y | +16.5% | -49.4% | +65.8% | +24.5% |
| 5Y | +45.4% | -39.0% | +84.4% | +39.5% |
| All | +275.4% | +22.0% | +253.5% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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