+346.9%
ORCL vs FLUT
-9.7%
+356.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.3% |
| 7D | +5.3% | -1.6% | +6.9% | +5.4% |
| 30D | +10.0% | +7.7% | +2.2% | +9.1% |
| 3M | -32.6% | -0.7% | -31.9% | -32.8% |
| 6M | +4.9% | -11.2% | +16.1% | +5.6% |
| YTD | -17.8% | -53.4% | +35.7% | -12.6% |
| 1Y | -28.0% | -65.8% | +37.8% | -21.7% |
| 3Y | +36.0% | -44.9% | +80.9% | +43.8% |
| 5Y | +88.7% | -49.7% | +138.4% | +94.2% |
| All | +346.9% | -9.7% | +356.6% | +413.4% |
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