-32.3%
ORCL vs FOXA
+8.1%
-40.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.8% |
| 7D | +10.9% | -5.4% | +16.3% | +10.2% |
| 30D | +7.0% | +1.1% | +5.9% | +7.1% |
| 3M | -21.2% | -6.1% | -15.1% | -22.5% |
| 6M | +7.4% | +8.2% | -0.8% | +9.7% |
| YTD | -16.3% | -11.8% | -4.5% | -23.6% |
| 1Y | -32.3% | +9.9% | -42.2% | -21.6% |
| All | -32.3% | +8.1% | -40.4% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling