+91.4%
ORCL vs FITB
+71.5%
+19.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +5.3% | +0.6% | +4.7% | +5.1% |
| 30D | +10.0% | -4.7% | +14.7% | +11.2% |
| 3M | -32.6% | +6.7% | -39.3% | -33.8% |
| 6M | +4.9% | +12.6% | -7.6% | +1.4% |
| YTD | -17.8% | +19.1% | -36.9% | -22.1% |
| 1Y | -28.0% | +22.6% | -50.6% | -32.6% |
| 3Y | +36.0% | +127.1% | -91.1% | +6.6% |
| All | +91.4% | +71.5% | +19.9% | +58.7% |
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 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