+30.6%
ORCL vs FLEX
+409.9%
-379.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.5% |
| 3M | -18.8% | -43.1% | +24.3% | -1.9% |
| 6M | -39.7% | -48.2% | +8.5% | -26.5% |
| YTD | -39.6% | +15.5% | -55.1% | -48.4% |
| 1Y | -51.7% | +10.2% | -62.0% | -58.0% |
| 3Y | +10.2% | +256.8% | -246.6% | -38.2% |
| All | +30.6% | +409.9% | -379.3% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling