-49.5%
ORCL vs FRMI
-93.1%
+43.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -10.6% | +8.6% | +0.3% |
| 7D | -14.4% | -39.7% | +25.3% | -5.1% |
| 30D | -12.8% | -55.2% | +42.3% | +1.8% |
| 3M | -14.8% | -71.2% | +56.4% | +6.4% |
| 6M | -30.9% | -64.1% | +33.2% | -20.9% |
| YTD | -35.7% | -77.2% | +41.6% | -21.7% |
| 1Y | -49.5% | -93.2% | +43.7% | -24.3% |
| All | -49.5% | -93.1% | +43.6% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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