+772.5%
ORCL vs FN
+3,620.5%
-2,848.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | -0.1% | +2.5% |
| 7D | +5.3% | -1.7% | +6.9% | +5.6% |
| 30D | +10.0% | -22.0% | +32.0% | +14.8% |
| 3M | -32.6% | -43.0% | +10.4% | -25.6% |
| 6M | +4.9% | -27.7% | +32.7% | +8.5% |
| YTD | -17.8% | -10.5% | -7.2% | -19.4% |
| 1Y | -28.0% | +12.5% | -40.5% | -32.8% |
| 3Y | +36.0% | +153.8% | -117.8% | +6.0% |
| 5Y | +88.7% | +288.0% | -199.3% | +33.6% |
| 10Y | +346.9% | +906.4% | -559.5% | +162.1% |
| All | +772.5% | +3,620.5% | -2,848.0% | +336.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling