+91.4%
ORCL vs FN
+289.0%
-197.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | -0.1% | +2.3% |
| 7D | +5.3% | -1.7% | +6.9% | +5.7% |
| 30D | +10.0% | -22.0% | +32.0% | +16.2% |
| 3M | -32.6% | -43.0% | +10.4% | -23.4% |
| 6M | +4.9% | -27.7% | +32.7% | +9.0% |
| YTD | -17.8% | -10.5% | -7.2% | -21.1% |
| 1Y | -28.0% | +12.5% | -40.5% | -35.7% |
| 3Y | +36.0% | +153.8% | -117.8% | -6.2% |
| All | +91.4% | +289.0% | -197.6% | +14.1% |
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 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