+455.1%
ORCL vs FLR
+482.5%
-27.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.1% |
| 7D | -11.2% | -0.8% | -10.3% | -10.9% |
| 30D | -18.8% | -9.1% | -9.7% | -17.0% |
| 3M | -18.8% | -4.7% | -14.1% | -18.2% |
| 6M | -39.7% | -14.2% | -25.5% | -38.4% |
| YTD | -39.6% | +17.3% | -56.9% | -42.6% |
| 1Y | -51.7% | +4.3% | -56.0% | -53.0% |
| 3Y | +10.2% | +30.7% | -20.5% | 0.0% |
| 5Y | +30.8% | +101.3% | -70.5% | +5.0% |
| 10Y | +252.1% | +12.4% | +239.7% | +173.8% |
| All | +455.1% | +482.5% | -27.4% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling