-31.1%
ORCL vs FIVE
+65.4%
-96.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.2% |
| 7D | +15.0% | +3.7% | +11.3% | +14.0% |
| 30D | +10.5% | +4.0% | +6.6% | +9.1% |
| 3M | -23.0% | +36.2% | -59.2% | -29.2% |
| 6M | +7.0% | +18.0% | -11.0% | +0.8% |
| YTD | -15.8% | +34.9% | -50.7% | -25.0% |
| 1Y | -31.1% | +67.9% | -99.0% | -44.4% |
| All | -31.1% | +65.4% | -96.4% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling