+43.2%
ORCL vs FRSH
-72.5%
+115.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -6.5% | -16.0% | +9.5% | -3.4% |
| 30D | -16.6% | -14.7% | -1.9% | -14.0% |
| 3M | -21.6% | -0.8% | -20.8% | -21.6% |
| 6M | -39.4% | +34.5% | -73.9% | -43.0% |
| YTD | -38.7% | -3.0% | -35.6% | -39.4% |
| 1Y | -50.4% | +4.9% | -55.2% | -51.6% |
| 3Y | +8.1% | -31.9% | +40.0% | +10.1% |
| 5Y | +34.5% | -68.7% | +103.2% | +37.1% |
| All | +43.2% | -72.5% | +115.8% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling