+909.5%
ORCL vs FTI
+1,715.2%
-805.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.0% |
| 7D | +0.5% | -4.3% | +4.8% | +1.6% |
| 30D | -15.3% | -8.0% | -7.2% | -13.6% |
| 3M | -18.2% | -8.0% | -10.2% | -16.8% |
| 6M | -38.4% | -8.7% | -29.8% | -37.6% |
| YTD | -37.7% | +43.9% | -81.6% | -43.7% |
| 1Y | -49.3% | +49.8% | -99.1% | -54.6% |
| 3Y | +10.6% | +211.7% | -201.1% | -18.0% |
| 5Y | +35.5% | +781.6% | -746.1% | -25.9% |
| 10Y | +251.6% | +180.2% | +71.4% | +122.2% |
| All | +909.5% | +1,715.2% | -805.6% | +178.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling