+30.6%
ORCL vs FTI
+776.4%
-745.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.3% |
| 7D | -11.2% | -7.6% | -3.5% | -9.9% |
| 30D | -18.8% | -7.1% | -11.7% | -17.8% |
| 3M | -18.8% | -8.7% | -10.1% | -17.6% |
| 6M | -39.7% | -14.0% | -25.8% | -38.5% |
| YTD | -39.6% | +42.8% | -82.5% | -44.3% |
| 1Y | -51.7% | +50.4% | -102.1% | -56.0% |
| 3Y | +10.2% | +194.1% | -183.9% | -10.7% |
| All | +30.6% | +776.4% | -745.8% | -9.7% |
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