+13.8%
ORCL vs FLR
+35.7%
-21.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | +8.0% | +5.4% | +2.6% | +6.1% |
| 30D | -4.0% | +2.8% | -6.8% | -4.8% |
| 3M | -19.5% | -6.4% | -13.1% | -17.9% |
| 6M | -33.5% | +8.8% | -42.2% | -36.1% |
| YTD | -34.8% | +23.6% | -58.4% | -41.4% |
| 1Y | -41.6% | +13.8% | -55.4% | -46.0% |
| 3Y | +13.8% | +36.5% | -22.7% | -8.0% |
| All | +13.8% | +35.7% | -21.9% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling