-28.0%
ORCL vs FRSH
-3.3%
-24.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.7% | +7.8% | +4.6% |
| 7D | +5.3% | -8.2% | +13.4% | +8.2% |
| 30D | +10.0% | +10.5% | -0.5% | +5.9% |
| 3M | -32.6% | +32.7% | -65.3% | -40.0% |
| 6M | +4.9% | +50.3% | -45.4% | -11.2% |
| YTD | -17.8% | +3.9% | -21.7% | -25.1% |
| 1Y | -28.0% | -2.2% | -25.8% | -34.1% |
| All | -28.0% | -3.3% | -24.6% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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