+251.6%
ORCL vs FITB
+247.7%
+3.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.6% |
| 7D | +0.5% | -1.1% | +1.6% | +0.8% |
| 30D | -15.3% | +7.3% | -22.6% | -16.8% |
| 3M | -18.2% | -4.0% | -14.2% | -17.5% |
| 6M | -38.4% | +11.9% | -50.3% | -40.5% |
| YTD | -37.7% | +19.0% | -56.7% | -41.1% |
| 1Y | -49.3% | +31.0% | -80.3% | -53.3% |
| 3Y | +10.6% | +143.8% | -133.2% | -14.9% |
| 5Y | +35.5% | +48.9% | -13.4% | +16.3% |
| 10Y | +251.6% | +236.6% | +15.0% | +144.6% |
| All | +251.6% | +247.7% | +3.9% | +144.6% |
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