+363.4%
ORCL vs FLR
+18.9%
+344.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.3% |
| 7D | +15.0% | +0.7% | +14.3% | +14.9% |
| 30D | +10.5% | -0.7% | +11.2% | +10.5% |
| 3M | -23.0% | +14.3% | -37.3% | -24.6% |
| 6M | +7.0% | +25.6% | -18.6% | +3.3% |
| YTD | -15.8% | +42.9% | -58.7% | -20.1% |
| 1Y | -31.1% | +38.7% | -69.8% | -34.3% |
| 3Y | +33.3% | +61.8% | -28.5% | +24.3% |
| 5Y | +94.3% | +254.1% | -159.8% | +68.8% |
| 10Y | +363.4% | +20.0% | +343.3% | +361.9% |
| All | +363.4% | +18.9% | +344.5% | +361.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling