+251.6%
ORCL vs FLR
+17.5%
+234.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.3% | -5.1% | +2.1% |
| 7D | +0.5% | +8.5% | -8.0% | -0.5% |
| 30D | -15.3% | -0.7% | -14.6% | -15.2% |
| 3M | -18.2% | -11.7% | -6.5% | -17.0% |
| 6M | -38.4% | +16.2% | -54.6% | -39.8% |
| YTD | -37.7% | +27.0% | -64.7% | -40.0% |
| 1Y | -49.3% | +10.1% | -59.3% | -50.3% |
| 3Y | +10.6% | +46.2% | -35.6% | +4.7% |
| 5Y | +35.5% | +121.4% | -85.9% | +22.9% |
| 10Y | +251.6% | +11.0% | +240.6% | +259.8% |
| All | +251.6% | +17.5% | +234.1% | +259.8% |
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