-56.0%
ORCL vs FRMI
-89.6%
+33.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +26.7% | -28.1% | -6.4% |
| 7D | +8.0% | +66.2% | -58.3% | -3.4% |
| 30D | -4.0% | -17.4% | +13.4% | -2.2% |
| 3M | -19.5% | -60.5% | +41.0% | -7.8% |
| 6M | -33.5% | -56.5% | +23.0% | -27.8% |
| YTD | -34.8% | -67.4% | +32.5% | -27.8% |
| 1Y | -41.6% | -85.1% | +43.5% | -30.1% |
| All | -56.0% | -89.6% | +33.6% | -45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling