-28.0%
ORCL vs FND
-36.4%
+8.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +3.0% |
| 7D | +5.3% | -5.2% | +10.5% | +5.4% |
| 30D | +10.0% | -19.9% | +29.8% | +10.4% |
| 3M | -32.6% | +2.7% | -35.3% | -32.8% |
| 6M | +4.9% | -21.7% | +26.6% | +4.3% |
| YTD | -17.8% | -17.5% | -0.2% | -16.7% |
| 1Y | -28.0% | -39.3% | +11.3% | -32.4% |
| All | -28.0% | -36.4% | +8.4% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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