-11.3%
ORCL vs FPS
-13.1%
+1.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +16.0% | -12.8% | -1.8% |
| 7D | +0.5% | -8.0% | +8.5% | +1.7% |
| 30D | -15.3% | -43.5% | +28.3% | -1.3% |
| 3M | -18.2% | -41.6% | +23.4% | -6.4% |
| 6M | -38.4% | -44.0% | +5.6% | -27.9% |
| All | -11.3% | -13.1% | +1.8% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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