+535.2%
ORCL vs FN
+2,575.5%
-2,040.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -14.2% | +7.3% | -4.0% |
| 7D | -17.5% | -16.0% | -1.5% | -14.5% |
| 30D | -20.2% | -40.1% | +19.9% | -11.6% |
| 3M | -19.9% | -43.9% | +24.0% | -10.9% |
| 6M | -37.4% | -55.6% | +18.2% | -28.0% |
| YTD | -40.1% | -35.7% | -4.5% | -37.4% |
| 1Y | -53.4% | -39.8% | -13.5% | -50.8% |
| 3Y | +10.4% | +80.3% | -69.9% | -8.0% |
| 5Y | +29.8% | +143.3% | -113.5% | +0.3% |
| 10Y | +249.2% | +682.3% | -433.1% | +116.4% |
| All | +535.2% | +2,575.5% | -2,040.4% | +238.8% |
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 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