+24,338.5%
ORCL vs EXPD
+30,870.6%
-6,532.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.5% | -2.5% | -5.5% |
| 7D | -17.5% | -4.8% | -12.7% | -16.2% |
| 30D | -20.2% | -1.5% | -18.6% | -19.8% |
| 3M | -19.9% | +4.1% | -24.1% | -21.0% |
| 6M | -37.4% | +24.0% | -61.4% | -41.7% |
| YTD | -40.1% | +27.4% | -67.5% | -45.3% |
| 1Y | -53.4% | +38.4% | -91.8% | -58.5% |
| 3Y | +10.4% | +73.2% | -62.8% | -9.9% |
| 5Y | +29.8% | +59.9% | -30.1% | +7.5% |
| 10Y | +249.2% | +319.9% | -70.7% | +113.3% |
| All | +24,338.5% | +30,870.6% | -6,532.0% | +6,905.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling