+32.7%
ORCL vs FIVE
+50.0%
-17.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -2.0% | +2.2% |
| 7D | +5.3% | +4.3% | +1.0% | +4.5% |
| 30D | +10.0% | +12.5% | -2.5% | +7.6% |
| 3M | -32.6% | +31.2% | -63.8% | -35.8% |
| 6M | +4.9% | +14.4% | -9.4% | +1.8% |
| YTD | -17.8% | +33.9% | -51.6% | -22.4% |
| 1Y | -28.0% | +65.1% | -93.0% | -34.7% |
| All | +32.7% | +50.0% | -17.4% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling