+981.9%
ORCL vs FTI
+1,755.2%
-773.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.5% | +8.5% |
| 7D | +3.8% | +1.4% | +2.4% | +3.5% |
| 30D | -6.6% | -6.3% | -0.3% | -5.1% |
| 3M | -11.4% | -13.1% | +1.7% | -8.6% |
| 6M | -33.3% | -8.0% | -25.3% | -32.5% |
| YTD | -33.3% | +47.1% | -80.3% | -39.9% |
| 1Y | -44.9% | +50.7% | -95.6% | -50.7% |
| 3Y | +17.6% | +209.0% | -191.3% | -12.7% |
| 5Y | +46.1% | +847.0% | -800.9% | -21.5% |
| 10Y | +277.8% | +184.3% | +93.5% | +138.1% |
| All | +981.9% | +1,755.2% | -773.3% | +197.4% |
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