+244.8%
ORCL vs FN
+753.0%
-508.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.7% | -10.8% | -2.1% |
| 7D | -11.2% | 0.0% | -11.1% | -11.4% |
| 30D | -18.8% | -34.3% | +15.5% | -10.4% |
| 3M | -18.8% | -39.9% | +21.1% | -9.3% |
| 6M | -39.7% | -51.8% | +12.1% | -30.2% |
| YTD | -39.6% | -28.1% | -11.5% | -38.6% |
| 1Y | -51.7% | -29.1% | -22.7% | -51.0% |
| 3Y | +10.2% | +102.4% | -92.2% | -16.5% |
| 5Y | +30.8% | +171.7% | -140.8% | -10.2% |
| All | +244.8% | +753.0% | -508.2% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling