+10.2%
ORCL vs FLEX
+254.3%
-244.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.7% | -0.8% |
| 7D | -11.2% | -19.3% | +8.2% | -4.4% |
| 30D | -18.8% | -41.5% | +22.7% | -2.6% |
| 3M | -18.8% | -43.1% | +24.3% | -2.0% |
| 6M | -39.7% | -48.2% | +8.5% | -26.6% |
| YTD | -39.6% | +15.5% | -55.1% | -49.4% |
| 1Y | -51.7% | +10.2% | -62.0% | -58.7% |
| 3Y | +10.2% | +256.8% | -246.6% | -27.4% |
| All | +10.2% | +254.3% | -244.1% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling