+1,675.3%
ORCL vs FLUT
+1,685.4%
-10.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.4% | -7.0% |
| 7D | -17.5% | +4.8% | -22.3% | -17.8% |
| 30D | -20.2% | +8.8% | -29.0% | -20.6% |
| 3M | -19.9% | -10.7% | -9.3% | -19.6% |
| 6M | -37.4% | -19.7% | -17.7% | -36.9% |
| YTD | -40.1% | -61.4% | +21.3% | -37.5% |
| 1Y | -53.4% | -61.6% | +8.2% | -51.3% |
| 3Y | +10.4% | -51.4% | +61.8% | +14.4% |
| 5Y | +29.8% | -51.0% | +80.8% | +33.4% |
| 10Y | +249.2% | -25.2% | +274.4% | +255.5% |
| All | +1,675.3% | +1,685.4% | -10.1% | +1,633.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling