+244.8%
ORCL vs EXPE
+115.0%
+129.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.7% |
| 7D | -11.2% | -9.3% | -1.8% | -9.9% |
| 30D | -18.8% | +0.1% | -19.0% | -19.3% |
| 3M | -18.8% | -15.3% | -3.5% | -17.0% |
| 6M | -39.7% | +5.5% | -45.2% | -41.3% |
| YTD | -39.6% | -8.0% | -31.7% | -40.1% |
| 1Y | -51.7% | +18.9% | -70.6% | -54.7% |
| 3Y | +10.2% | +135.5% | -125.3% | -11.1% |
| 5Y | +30.8% | +44.3% | -13.5% | +11.3% |
| All | +244.8% | +115.0% | +129.8% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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