+230.1%
ORCL vs FND
+68.8%
+161.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.6% | +8.9% |
| 7D | +3.8% | -4.4% | +8.2% | +4.6% |
| 30D | -6.6% | +14.5% | -21.1% | -9.1% |
| 3M | -11.4% | -15.6% | +4.2% | -9.1% |
| 6M | -33.3% | +4.7% | -38.0% | -34.8% |
| YTD | -33.3% | -16.1% | -17.1% | -32.4% |
| 1Y | -44.9% | -16.0% | -28.9% | -44.4% |
| 3Y | +17.6% | -35.5% | +53.1% | +21.1% |
| 5Y | +46.1% | -60.5% | +106.6% | +58.1% |
| All | +230.1% | +68.8% | +161.4% | +173.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling