+30.6%
ORCL vs FND
-61.6%
+92.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -11.2% | +7.7% | -18.8% | -12.6% |
| 30D | -18.8% | +11.9% | -30.7% | -20.8% |
| 3M | -18.8% | -14.6% | -4.2% | -16.7% |
| 6M | -39.7% | +0.5% | -40.2% | -40.7% |
| YTD | -39.6% | -15.8% | -23.8% | -38.8% |
| 1Y | -51.7% | -12.9% | -38.8% | -51.6% |
| 3Y | +10.2% | -34.2% | +44.4% | +12.2% |
| All | +30.6% | -61.6% | +92.2% | +43.9% |
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