+85.0%
ORCL vs FRSH
-72.6%
+157.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | -0.7% | -11.2% | +10.4% | +1.4% |
| 30D | +5.1% | -0.8% | +6.0% | +5.0% |
| 3M | -23.7% | +26.4% | -50.2% | -27.6% |
| 6M | +3.1% | +48.4% | -45.3% | -4.7% |
| YTD | -20.8% | -3.1% | -17.7% | -21.7% |
| 1Y | -52.9% | -8.7% | -44.2% | -53.0% |
| 3Y | +25.4% | -45.8% | +71.2% | +31.5% |
| All | +85.0% | -72.6% | +157.5% | +89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling