-51.7%
ORCL vs FN
-33.3%
-18.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.7% | -10.8% | -1.9% |
| 7D | -11.2% | 0.0% | -11.1% | -11.4% |
| 30D | -18.8% | -34.3% | +15.5% | -12.0% |
| 3M | -18.8% | -39.9% | +21.1% | -11.4% |
| 6M | -39.7% | -51.8% | +12.1% | -32.7% |
| YTD | -39.6% | -28.1% | -11.5% | -40.5% |
| 1Y | -51.7% | -29.1% | -22.7% | -53.1% |
| All | -51.7% | -33.3% | -18.4% | -53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling