+275.4%
ORCL vs FLR
+8.6%
+266.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.7% |
| 7D | +10.4% | +10.1% | +0.3% | +9.0% |
| 30D | -11.2% | -0.5% | -10.8% | -11.1% |
| 3M | -16.8% | -4.8% | -11.9% | -16.2% |
| 6M | -31.5% | +10.7% | -42.2% | -32.6% |
| YTD | -33.9% | +25.0% | -58.9% | -36.2% |
| 1Y | -43.3% | +8.3% | -51.5% | -44.3% |
| 3Y | +16.5% | +36.8% | -20.4% | +10.9% |
| 5Y | +45.4% | +121.8% | -76.4% | +32.0% |
| All | +275.4% | +8.6% | +266.9% | +285.1% |
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