+270.3%
ORCL vs FIVE
+504.2%
-233.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +8.0% | +2.7% | +5.3% | +7.4% |
| 30D | -4.0% | +12.7% | -16.6% | -6.3% |
| 3M | -19.5% | +2.1% | -21.5% | -20.1% |
| 6M | -33.5% | +17.5% | -50.9% | -36.2% |
| YTD | -34.8% | +31.0% | -65.8% | -39.0% |
| 1Y | -41.6% | +67.7% | -109.4% | -48.1% |
| 3Y | +13.8% | +43.4% | -29.6% | -1.1% |
| 5Y | +43.4% | +18.1% | +25.3% | +25.8% |
| All | +270.3% | +504.2% | -233.9% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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