+24,538.0%
ORCL vs FITB
+2,780.8%
+21,757.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.9% |
| 3M | -18.8% | -6.1% | -12.7% | -17.7% |
| 6M | -39.7% | +5.9% | -45.7% | -40.7% |
| YTD | -39.6% | +16.1% | -55.7% | -42.1% |
| 1Y | -51.7% | +28.8% | -80.6% | -54.8% |
| 3Y | +10.2% | +126.0% | -115.8% | -9.7% |
| 5Y | +30.8% | +45.3% | -14.5% | +15.6% |
| 10Y | +252.1% | +255.4% | -3.3% | +140.9% |
| All | +24,538.0% | +2,780.8% | +21,757.2% | +7,255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling