+275.4%
ORCL vs FTI
+183.5%
+91.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +10.4% | +5.4% | +5.0% | +9.4% |
| 30D | -11.2% | -8.2% | -3.0% | -10.0% |
| 3M | -16.8% | -13.7% | -3.1% | -14.8% |
| 6M | -31.5% | -11.2% | -20.3% | -30.5% |
| YTD | -33.9% | +46.0% | -79.9% | -38.6% |
| 1Y | -43.3% | +51.8% | -95.0% | -47.7% |
| 3Y | +16.5% | +206.7% | -190.3% | -4.9% |
| 5Y | +45.4% | +862.0% | -816.6% | -3.4% |
| All | +275.4% | +183.5% | +91.9% | +172.4% |
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