+244.8%
ORCL vs EXPD
+304.0%
-59.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.7% |
| 7D | -11.2% | -7.2% | -4.0% | -8.5% |
| 30D | -18.8% | -3.3% | -15.6% | -17.8% |
| 3M | -18.8% | +3.4% | -22.2% | -19.9% |
| 6M | -39.7% | +22.7% | -62.4% | -44.8% |
| YTD | -39.6% | +24.5% | -64.2% | -46.0% |
| 1Y | -51.7% | +38.6% | -90.4% | -58.9% |
| 3Y | +10.2% | +71.5% | -61.3% | -17.7% |
| 5Y | +30.8% | +56.2% | -25.4% | +0.2% |
| All | +244.8% | +304.0% | -59.2% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling