+8,590.9%
ORCL vs FLEX
+5,196.9%
+3,394.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.1% | -0.7% |
| 7D | -6.5% | -13.6% | +7.1% | -2.8% |
| 30D | -16.6% | -36.5% | +19.9% | -4.8% |
| 3M | -21.6% | -36.4% | +14.8% | -10.9% |
| 6M | -39.4% | -46.5% | +7.1% | -28.5% |
| YTD | -38.7% | +25.9% | -64.6% | -46.0% |
| 1Y | -50.4% | +19.6% | -69.9% | -55.7% |
| 3Y | +8.1% | +287.0% | -278.9% | -33.4% |
| 5Y | +34.5% | +466.6% | -432.1% | -27.6% |
| 10Y | +246.0% | +626.9% | -380.9% | +49.6% |
| All | +8,590.9% | +5,196.9% | +3,394.0% | +1,802.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling