+10.2%
ORCL vs FITB
+123.2%
-113.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -11.2% | -1.5% | -9.6% | -10.9% |
| 30D | -18.8% | +5.8% | -24.7% | -19.8% |
| 3M | -18.8% | -6.1% | -12.7% | -17.9% |
| 6M | -39.7% | +5.9% | -45.7% | -40.7% |
| YTD | -39.6% | +16.1% | -55.7% | -42.5% |
| 1Y | -51.7% | +28.8% | -80.6% | -55.5% |
| 3Y | +10.2% | +126.0% | -115.8% | -8.5% |
| All | +10.2% | +123.2% | -113.0% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling