+30.6%
ORCL vs FLR
+93.7%
-63.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | 0.0% |
| 7D | -11.2% | -0.8% | -10.3% | -10.9% |
| 30D | -18.8% | -9.1% | -9.7% | -16.8% |
| 3M | -18.8% | -4.7% | -14.1% | -18.2% |
| 6M | -39.7% | -14.2% | -25.5% | -38.2% |
| YTD | -39.6% | +17.3% | -56.9% | -43.2% |
| 1Y | -51.7% | +4.3% | -56.0% | -53.3% |
| 3Y | +10.2% | +30.7% | -20.5% | -0.1% |
| All | +30.6% | +93.7% | -63.1% | +10.5% |
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