+220.6%
ORCL vs FTAI
+2,617.7%
-2,397.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.3% | -7.1% | +1.6% |
| 7D | +0.5% | +0.5% | -0.1% | +0.2% |
| 30D | -15.3% | +17.0% | -32.3% | -17.8% |
| 3M | -18.2% | -7.8% | -10.4% | -17.9% |
| 6M | -38.4% | -26.2% | -12.3% | -36.3% |
| YTD | -37.7% | +1.6% | -39.3% | -39.1% |
| 1Y | -49.3% | +22.2% | -71.4% | -51.8% |
| 3Y | +10.6% | +415.7% | -405.0% | -17.1% |
| 5Y | +35.5% | +932.0% | -896.5% | -8.4% |
| 10Y | +251.6% | +3,000.8% | -2,749.2% | +122.0% |
| All | +220.6% | +2,617.7% | -2,397.1% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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