+529.4%
ORCL vs FIVE
+868.1%
-338.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.5% |
| 3M | -32.6% | +31.2% | -63.8% | -36.0% |
| 6M | +4.9% | +14.4% | -9.4% | +1.6% |
| YTD | -17.8% | +33.9% | -51.6% | -22.7% |
| 1Y | -28.0% | +65.1% | -93.0% | -34.9% |
| 3Y | +36.0% | +49.0% | -12.9% | +19.2% |
| 5Y | +88.7% | +30.3% | +58.4% | +64.9% |
| 10Y | +346.9% | +481.1% | -134.2% | +201.2% |
| All | +529.4% | +868.1% | -338.8% | +281.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling