+91.4%
ORCL vs FLR
+242.2%
-150.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.6% |
| 7D | +5.3% | +5.4% | -0.2% | +3.9% |
| 30D | +10.0% | +11.4% | -1.4% | +6.6% |
| 3M | -32.6% | +11.4% | -44.0% | -34.8% |
| 6M | +4.9% | +16.6% | -11.7% | -0.5% |
| YTD | -17.8% | +41.7% | -59.5% | -25.8% |
| 1Y | -28.0% | +35.4% | -63.4% | -34.4% |
| 3Y | +36.0% | +57.3% | -21.3% | +18.6% |
| All | +91.4% | +242.2% | -150.8% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling