+26,157.2%
ORCL vs EXPD
+32,316.9%
-6,159.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.0% |
| 7D | -14.4% | +0.3% | -14.7% | -14.5% |
| 30D | -12.8% | +1.8% | -14.7% | -13.4% |
| 3M | -14.8% | +8.9% | -23.7% | -17.1% |
| 6M | -30.9% | +42.2% | -73.1% | -38.4% |
| YTD | -35.7% | +33.4% | -69.0% | -42.1% |
| 1Y | -49.5% | +47.2% | -96.6% | -55.9% |
| 3Y | +18.6% | +81.3% | -62.6% | -4.7% |
| 5Y | +38.4% | +60.2% | -21.8% | +14.5% |
| 10Y | +275.2% | +339.5% | -64.3% | +125.8% |
| All | +26,157.2% | +32,316.9% | -6,159.6% | +7,316.9% |
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