-41.6%
ORCL vs FLUT
-63.2%
+21.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +8.0% | -0.7% | +8.7% | +8.1% |
| 30D | -4.0% | +9.3% | -13.2% | -5.7% |
| 3M | -19.5% | -17.5% | -2.0% | -17.3% |
| 6M | -33.5% | -14.6% | -18.9% | -33.1% |
| YTD | -34.8% | -62.3% | +27.4% | -25.2% |
| 1Y | -41.6% | -59.6% | +18.0% | -32.7% |
| All | -41.6% | -63.2% | +21.6% | -32.7% |
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