-49.5%
ORCL vs EXPD
+53.8%
-103.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.9% |
| 7D | -14.4% | +0.3% | -14.7% | -14.4% |
| 30D | -12.8% | +1.8% | -14.7% | -12.8% |
| 3M | -14.8% | +8.9% | -23.7% | -14.9% |
| 6M | -30.9% | +42.2% | -73.1% | -30.6% |
| YTD | -35.7% | +33.4% | -69.0% | -36.3% |
| 1Y | -49.5% | +47.2% | -96.6% | -49.6% |
| All | -49.5% | +53.8% | -103.3% | -49.6% |
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