+92.1%
ORCL vs FRSH
-70.6%
+162.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.7% | +7.8% | +4.0% |
| 7D | +5.3% | -8.2% | +13.4% | +6.9% |
| 30D | +10.0% | +10.5% | -0.5% | +7.7% |
| 3M | -32.6% | +32.7% | -65.3% | -36.5% |
| 6M | +4.9% | +50.3% | -45.4% | -3.3% |
| YTD | -17.8% | +3.9% | -21.7% | -19.7% |
| 1Y | -28.0% | -2.2% | -25.8% | -29.2% |
| 3Y | +36.0% | -42.9% | +78.9% | +41.2% |
| All | +92.1% | -70.6% | +162.6% | +94.3% |
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