+246.0%
ORCL vs FITB
+231.2%
+14.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -6.5% | +0.5% | -7.0% | -6.6% |
| 30D | -16.6% | +7.0% | -23.6% | -18.0% |
| 3M | -21.6% | -4.4% | -17.2% | -20.8% |
| 6M | -39.4% | +11.6% | -50.9% | -41.3% |
| YTD | -38.7% | +18.6% | -57.3% | -42.0% |
| 1Y | -50.4% | +29.8% | -80.2% | -54.2% |
| 3Y | +8.1% | +140.7% | -132.6% | -16.6% |
| 5Y | +34.5% | +48.6% | -14.1% | +15.5% |
| 10Y | +246.0% | +224.4% | +21.6% | +140.3% |
| All | +246.0% | +231.2% | +14.8% | +140.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling