+9.3%
ORCL vs FLUT
-51.2%
+60.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.4% | -7.2% |
| 7D | -17.5% | +4.8% | -22.3% | -18.7% |
| 30D | -20.2% | +8.8% | -29.0% | -22.3% |
| 3M | -19.9% | -10.7% | -9.3% | -18.6% |
| 6M | -37.4% | -19.7% | -17.7% | -35.2% |
| YTD | -40.1% | -61.4% | +21.3% | -23.8% |
| 1Y | -53.4% | -61.6% | +8.2% | -40.8% |
| All | +9.3% | -51.2% | +60.5% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling