+244.8%
ORCL vs FLUT
-26.3%
+271.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | -11.2% | -1.1% | -10.1% | -11.2% |
| 30D | -18.8% | +7.7% | -26.5% | -19.6% |
| 3M | -18.8% | -12.2% | -6.6% | -18.1% |
| 6M | -39.7% | -17.6% | -22.2% | -39.1% |
| YTD | -39.6% | -62.0% | +22.4% | -34.8% |
| 1Y | -51.7% | -62.3% | +10.5% | -47.9% |
| 3Y | +10.2% | -52.0% | +62.2% | +18.3% |
| 5Y | +30.8% | -51.8% | +82.6% | +37.6% |
| All | +244.8% | -26.3% | +271.1% | +304.0% |
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