+277.8%
ORCL vs EXPE
+121.2%
+156.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.4% | +6.4% | +8.4% |
| 7D | +3.8% | -17.8% | +21.5% | +7.5% |
| 30D | -6.6% | -3.2% | -3.3% | -6.5% |
| 3M | -11.4% | -19.0% | +7.5% | -8.7% |
| 6M | -33.3% | +17.7% | -51.0% | -36.4% |
| YTD | -33.3% | -7.8% | -25.5% | -33.8% |
| 1Y | -44.9% | -1.4% | -43.6% | -46.2% |
| 3Y | +17.6% | +121.9% | -104.3% | -4.0% |
| 5Y | +46.1% | +44.3% | +1.8% | +24.3% |
| 10Y | +277.8% | +125.4% | +152.4% | +165.0% |
| All | +277.8% | +121.2% | +156.5% | +165.0% |
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