+42.7%
ORCL vs FND
-63.9%
+106.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.0% |
| 7D | +8.0% | -6.8% | +14.8% | +9.4% |
| 30D | -4.0% | +8.0% | -12.0% | -5.8% |
| 3M | -19.5% | -18.9% | -0.5% | -16.5% |
| 6M | -33.5% | +4.7% | -38.2% | -35.2% |
| YTD | -34.8% | -21.6% | -13.2% | -33.1% |
| 1Y | -41.6% | -22.0% | -19.6% | -40.1% |
| 3Y | +13.8% | -40.4% | +54.2% | +18.2% |
| All | +42.7% | -63.9% | +106.5% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling