+246.0%
ORCL vs FIVE
+562.8%
-316.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -6.5% | +7.3% | -13.8% | -7.8% |
| 30D | -16.6% | +18.1% | -34.6% | -19.4% |
| 3M | -21.6% | +7.7% | -29.3% | -23.0% |
| 6M | -39.4% | +13.6% | -53.0% | -41.4% |
| YTD | -38.7% | +34.6% | -73.2% | -42.9% |
| 1Y | -50.4% | +66.2% | -116.6% | -55.8% |
| 3Y | +8.1% | +43.5% | -35.4% | -6.0% |
| 5Y | +34.5% | +20.7% | +13.9% | +17.5% |
| 10Y | +246.0% | +541.5% | -295.5% | +134.3% |
| All | +246.0% | +562.8% | -316.8% | +134.3% |
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