+33.3%
ORCL vs FRSH
-48.3%
+81.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.3% | +3.6% |
| 7D | +15.0% | -10.1% | +25.1% | +18.1% |
| 30D | +10.5% | +2.2% | +8.3% | +9.5% |
| 3M | -23.0% | +28.6% | -51.6% | -29.0% |
| 6M | +7.0% | +40.2% | -33.2% | -3.5% |
| YTD | -15.8% | -1.2% | -14.6% | -18.2% |
| 1Y | -31.1% | -7.9% | -23.2% | -32.1% |
| 3Y | +33.3% | -44.7% | +78.0% | +44.9% |
| All | +33.3% | -48.3% | +81.6% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling