+346.9%
ORCL vs EXPE
+176.0%
+170.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.4% |
| 7D | +5.3% | -9.5% | +14.8% | +7.3% |
| 30D | +10.0% | -6.6% | +16.6% | +11.2% |
| 3M | -32.6% | +31.4% | -64.0% | -36.5% |
| 6M | +4.9% | +35.2% | -30.3% | -1.9% |
| YTD | -17.8% | +5.8% | -23.6% | -19.8% |
| 1Y | -28.0% | +38.7% | -66.7% | -34.0% |
| 3Y | +36.0% | +175.8% | -139.8% | +7.0% |
| 5Y | +88.7% | +111.8% | -23.1% | +50.1% |
| All | +346.9% | +176.0% | +170.9% | +195.1% |
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