+10.6%
ORCL vs FLUT
-46.0%
+56.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | +0.5% | -6.5% | +6.9% | +1.9% |
| 30D | -15.3% | +2.8% | -18.1% | -16.2% |
| 3M | -18.2% | -13.5% | -4.8% | -16.2% |
| 6M | -38.4% | -19.0% | -19.5% | -36.4% |
| YTD | -37.7% | -61.9% | +24.2% | -20.1% |
| 1Y | -49.3% | -63.2% | +14.0% | -34.4% |
| 3Y | +10.6% | -46.0% | +56.6% | +37.7% |
| All | +10.6% | -46.0% | +56.6% | +37.7% |
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 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