-49.5%
ORCL vs FITB
+36.9%
-86.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -1.8% |
| 7D | -14.4% | +2.3% | -16.7% | -14.1% |
| 30D | -12.8% | +7.7% | -20.6% | -12.2% |
| 3M | -14.8% | -4.5% | -10.3% | -15.7% |
| 6M | -30.9% | +12.5% | -43.4% | -29.9% |
| YTD | -35.7% | +19.8% | -55.4% | -35.2% |
| 1Y | -49.5% | +34.1% | -83.6% | -50.7% |
| All | -49.5% | +36.9% | -86.4% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling