+52.2%
ORCL vs FRSH
-70.7%
+122.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | +4.6% | +3.3% | +7.0% |
| 30D | -4.0% | -7.5% | +3.5% | -2.5% |
| 3M | -19.5% | -0.1% | -19.4% | -19.6% |
| 6M | -33.5% | +54.5% | -88.0% | -39.0% |
| YTD | -34.8% | +3.4% | -38.3% | -36.4% |
| 1Y | -41.6% | +6.4% | -48.0% | -43.3% |
| 3Y | +13.8% | -26.3% | +40.0% | +14.2% |
| 5Y | +43.4% | -66.4% | +109.8% | +44.2% |
| All | +52.2% | -70.7% | +122.9% | +54.0% |
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