+32.7%
ORCL vs FTI
+314.3%
-281.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | +5.3% | +5.3% | 0.0% | +4.0% |
| 30D | +10.0% | +15.3% | -5.4% | +6.2% |
| 3M | -32.6% | +15.8% | -48.3% | -35.4% |
| 6M | +4.9% | +22.6% | -17.6% | -1.8% |
| YTD | -17.8% | +79.5% | -97.3% | -31.6% |
| 1Y | -28.0% | +102.0% | -130.0% | -42.4% |
| All | +32.7% | +314.3% | -281.7% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling