-49.5%
ORCL vs FLUT
-63.1%
+13.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.7% |
| 7D | -14.4% | +4.2% | -18.5% | -15.2% |
| 30D | -12.8% | +8.0% | -20.8% | -14.3% |
| 3M | -14.8% | -22.1% | +7.3% | -11.6% |
| 6M | -30.9% | -21.7% | -9.2% | -28.8% |
| YTD | -35.7% | -62.0% | +26.3% | -25.5% |
| 1Y | -49.5% | -63.2% | +13.7% | -41.2% |
| All | -49.5% | -63.1% | +13.7% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling