+30.6%
ORCL vs FLUT
-50.5%
+81.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -11.2% | -1.1% | -10.1% | -11.2% |
| 30D | -18.8% | +7.7% | -26.5% | -20.3% |
| 3M | -18.8% | -12.2% | -6.6% | -17.5% |
| 6M | -39.7% | -17.6% | -22.2% | -38.5% |
| YTD | -39.6% | -62.0% | +22.4% | -28.7% |
| 1Y | -51.7% | -62.3% | +10.5% | -43.0% |
| 3Y | +10.2% | -52.0% | +62.2% | +25.9% |
| All | +30.6% | -50.5% | +81.1% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling