+247.2%
ORCL vs FLEX
+631.1%
-384.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.1% | -0.8% |
| 7D | -6.5% | -13.6% | +7.1% | -3.1% |
| 30D | -16.6% | -36.5% | +19.9% | -6.1% |
| 3M | -21.6% | -36.4% | +14.8% | -12.0% |
| 6M | -39.4% | -46.5% | +7.1% | -29.8% |
| YTD | -38.7% | +25.9% | -64.6% | -45.3% |
| 1Y | -50.4% | +19.6% | -69.9% | -55.1% |
| 3Y | +8.1% | +287.0% | -278.9% | -26.9% |
| 5Y | +34.5% | +466.6% | -432.1% | -17.4% |
| All | +247.2% | +631.1% | -384.0% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling