+243.5%
ORCL vs FOXA
+90.3%
+153.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.4% |
| 7D | +15.0% | -0.6% | +15.6% | +15.1% |
| 30D | +10.5% | +2.3% | +8.2% | +9.9% |
| 3M | -23.0% | -2.8% | -20.2% | -23.2% |
| 6M | +7.0% | +9.6% | -2.6% | +3.6% |
| YTD | -15.8% | -9.9% | -5.9% | -14.8% |
| 1Y | -31.1% | +5.4% | -36.5% | -33.2% |
| 3Y | +33.3% | +115.3% | -82.0% | +6.4% |
| 5Y | +94.3% | +93.1% | +1.2% | +57.8% |
| All | +243.5% | +90.3% | +153.2% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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