+79.1%
ORCL vs FLNC
-69.8%
+148.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.8% | +0.4% |
| 7D | +10.9% | -4.2% | +15.1% | +11.4% |
| 30D | +7.0% | -20.0% | +27.0% | +9.7% |
| 3M | -21.2% | -56.9% | +35.7% | -13.8% |
| 6M | +7.4% | -35.5% | +42.9% | +10.1% |
| YTD | -16.3% | -48.8% | +32.6% | -12.9% |
| 1Y | -32.3% | +49.3% | -81.6% | -37.6% |
| 3Y | +32.6% | -61.8% | +94.3% | +27.2% |
| All | +79.1% | -69.8% | +148.8% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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