+656.4%
ORCL vs FLR
+603.8%
+52.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.6% |
| 7D | +5.3% | +5.4% | -0.2% | +4.0% |
| 30D | +10.0% | +11.4% | -1.4% | +6.9% |
| 3M | -32.6% | +11.4% | -44.0% | -34.6% |
| 6M | +4.9% | +16.6% | -11.7% | -0.1% |
| YTD | -17.8% | +41.7% | -59.5% | -25.1% |
| 1Y | -28.0% | +35.4% | -63.4% | -33.8% |
| 3Y | +36.0% | +57.3% | -21.3% | +18.2% |
| 5Y | +88.7% | +241.0% | -152.3% | +34.5% |
| 10Y | +346.9% | +16.6% | +330.3% | +248.5% |
| All | +656.4% | +603.8% | +52.6% | +146.7% |
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