+247.2%
ORCL vs FTI
+176.5%
+70.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -6.5% | -3.3% | -3.2% | -6.0% |
| 30D | -16.6% | -7.2% | -9.3% | -15.5% |
| 3M | -21.6% | -12.9% | -8.7% | -19.9% |
| 6M | -39.4% | -7.9% | -31.5% | -38.9% |
| YTD | -38.7% | +45.2% | -83.8% | -43.0% |
| 1Y | -50.4% | +48.1% | -98.4% | -54.0% |
| 3Y | +8.1% | +205.0% | -196.9% | -11.7% |
| 5Y | +34.5% | +838.8% | -804.3% | -10.3% |
| All | +247.2% | +176.5% | +70.7% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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