+75.9%
ORCL vs FLNC
-69.1%
+145.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.9% |
| 7D | +5.3% | -4.9% | +10.1% | +5.9% |
| 30D | +10.0% | -27.3% | +37.2% | +14.0% |
| 3M | -32.6% | -61.9% | +29.3% | -25.3% |
| 6M | +4.9% | -34.5% | +39.4% | +7.4% |
| YTD | -17.8% | -47.7% | +29.9% | -14.6% |
| 1Y | -28.0% | +53.3% | -81.3% | -33.8% |
| 3Y | +36.0% | -62.4% | +98.4% | +30.7% |
| All | +75.9% | -69.1% | +145.0% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling