-31.1%
ORCL vs FND
-44.9%
+13.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +2.5% |
| 7D | +15.0% | +0.4% | +14.6% | +15.0% |
| 30D | +10.5% | -23.6% | +34.1% | +10.9% |
| 3M | -23.0% | +4.3% | -27.3% | -23.5% |
| 6M | +7.0% | -20.3% | +27.3% | +6.0% |
| YTD | -15.8% | -21.3% | +5.5% | -14.6% |
| 1Y | -31.1% | -45.4% | +14.3% | -43.6% |
| All | -31.1% | -44.9% | +13.8% | -43.6% |
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