+32.7%
ORCL vs FND
-49.4%
+82.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.8% |
| 7D | +5.3% | -5.2% | +10.5% | +6.1% |
| 30D | +10.0% | -19.9% | +29.8% | +13.5% |
| 3M | -32.6% | +2.7% | -35.3% | -33.5% |
| 6M | +4.9% | -21.7% | +26.6% | +8.2% |
| YTD | -17.8% | -17.5% | -0.2% | -16.2% |
| 1Y | -28.0% | -39.3% | +11.3% | -22.6% |
| All | +32.7% | -49.4% | +82.1% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling