+29.8%
ORCL vs FN
+148.3%
-118.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -14.2% | +7.3% | -3.0% |
| 7D | -17.5% | -16.0% | -1.5% | -13.5% |
| 30D | -20.2% | -40.1% | +19.9% | -8.6% |
| 3M | -19.9% | -43.9% | +24.0% | -7.9% |
| 6M | -37.4% | -55.6% | +18.2% | -24.8% |
| YTD | -40.1% | -35.7% | -4.5% | -37.5% |
| 1Y | -53.4% | -39.8% | -13.5% | -50.6% |
| 3Y | +10.4% | +80.3% | -69.9% | -17.6% |
| 5Y | +29.8% | +143.3% | -113.5% | -16.8% |
| All | +29.8% | +148.3% | -118.5% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling