+246.0%
ORCL vs FLUT
-25.6%
+271.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -6.5% | -1.5% | -5.0% | -6.4% |
| 30D | -16.6% | +3.4% | -20.0% | -17.0% |
| 3M | -21.6% | -12.5% | -9.1% | -20.9% |
| 6M | -39.4% | -18.5% | -20.9% | -38.6% |
| YTD | -38.7% | -61.6% | +23.0% | -33.8% |
| 1Y | -50.4% | -64.1% | +13.7% | -46.2% |
| 3Y | +8.1% | -44.5% | +52.6% | +15.6% |
| 5Y | +34.5% | -51.3% | +85.8% | +41.4% |
| 10Y | +246.0% | -25.6% | +271.6% | +305.4% |
| All | +246.0% | -25.6% | +271.6% | +305.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling