+1,233.2%
ORCL vs FTI
+2,165.1%
-932.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 3M | -32.6% | +15.8% | -48.3% | -35.2% |
| 6M | +4.9% | +22.6% | -17.6% | -1.0% |
| YTD | -17.8% | +79.5% | -97.3% | -29.3% |
| 1Y | -28.0% | +102.0% | -130.0% | -39.9% |
| 3Y | +36.0% | +315.8% | -279.8% | -6.1% |
| 5Y | +88.7% | +1,129.5% | -1,040.8% | -5.1% |
| 10Y | +346.9% | +320.9% | +26.0% | +153.5% |
| All | +1,233.2% | +2,165.1% | -932.0% | +250.2% |
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