+45.4%
ORCL vs FITB
+47.5%
-2.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +10.4% | +0.8% | +9.5% | +10.2% |
| 30D | -11.2% | +7.3% | -18.6% | -12.7% |
| 3M | -16.8% | -6.3% | -10.5% | -15.6% |
| 6M | -31.5% | +12.6% | -44.0% | -33.7% |
| YTD | -33.9% | +18.0% | -51.9% | -37.3% |
| 1Y | -43.3% | +28.9% | -72.2% | -47.5% |
| 3Y | +16.5% | +139.4% | -122.9% | -9.7% |
| 5Y | +45.4% | +47.2% | -1.8% | +28.6% |
| All | +45.4% | +47.5% | -2.1% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling