-43.3%
ORCL vs FRMI
-90.8%
+47.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +13.8% | -14.8% | -4.0% |
| 7D | +10.4% | +34.6% | -24.3% | +3.0% |
| 30D | -11.2% | -44.6% | +33.4% | -1.0% |
| 3M | -16.8% | -72.9% | +56.1% | +4.4% |
| 6M | -31.5% | -62.3% | +30.9% | -22.6% |
| YTD | -33.9% | -74.3% | +40.3% | -22.2% |
| 1Y | -43.3% | -90.5% | +47.3% | -20.6% |
| All | -43.3% | -90.8% | +47.5% | -20.6% |
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