+35.5%
ORCL vs FIVE
+19.1%
+16.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.6% | -2.4% | +2.1% |
| 7D | +0.5% | +6.2% | -5.7% | -0.7% |
| 30D | -15.3% | +18.2% | -33.5% | -18.1% |
| 3M | -18.2% | +3.8% | -22.1% | -19.1% |
| 6M | -38.4% | +13.7% | -52.2% | -40.5% |
| YTD | -37.7% | +34.7% | -72.4% | -42.0% |
| 1Y | -49.3% | +66.6% | -115.9% | -54.8% |
| 3Y | +10.6% | +44.3% | -33.7% | -3.3% |
| 5Y | +35.5% | +18.8% | +16.7% | +21.1% |
| All | +35.5% | +19.1% | +16.4% | +21.1% |
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 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