+42.7%
ORCL vs FTI
+886.2%
-843.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.4% | -1.8% |
| 7D | +8.0% | +4.3% | +3.7% | +7.2% |
| 30D | -4.0% | -4.7% | +0.7% | -3.2% |
| 3M | -19.5% | -13.5% | -5.9% | -17.5% |
| 6M | -33.5% | -8.7% | -24.8% | -32.8% |
| YTD | -34.8% | +49.0% | -83.8% | -40.3% |
| 1Y | -41.6% | +54.0% | -95.6% | -46.9% |
| 3Y | +13.8% | +211.6% | -197.9% | -8.6% |
| All | +42.7% | +886.2% | -843.5% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling