-28.0%
ORCL vs EXPD
+57.8%
-85.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +3.2% |
| 7D | +5.3% | -1.1% | +6.4% | +5.1% |
| 30D | +10.0% | +4.1% | +5.9% | +10.3% |
| 3M | -32.6% | +17.9% | -50.5% | -31.1% |
| 6M | +4.9% | +29.2% | -24.3% | +8.4% |
| YTD | -17.8% | +27.4% | -45.1% | -13.9% |
| 1Y | -28.0% | +56.8% | -84.8% | -14.5% |
| All | -28.0% | +57.8% | -85.8% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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