+30.6%
ORCL vs FIVE
+14.2%
+16.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -11.2% | -0.3% | -10.9% | -11.1% |
| 30D | -18.8% | +17.7% | -36.5% | -21.4% |
| 3M | -18.8% | +4.0% | -22.7% | -19.7% |
| 6M | -39.7% | +2.6% | -42.3% | -40.5% |
| YTD | -39.6% | +27.6% | -67.2% | -43.1% |
| 1Y | -51.7% | +59.9% | -111.7% | -56.6% |
| 3Y | +10.2% | +35.8% | -25.5% | -2.4% |
| All | +30.6% | +14.2% | +16.4% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling