-50.4%
ORCL vs EXPE
-2.5%
-47.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | -6.5% | -11.2% | +4.7% | -5.1% |
| 30D | -16.6% | -7.5% | -9.1% | -16.0% |
| 3M | -21.6% | -19.1% | -2.5% | -19.7% |
| 6M | -39.4% | +10.7% | -50.1% | -41.9% |
| YTD | -38.7% | -9.9% | -28.7% | -41.5% |
| 1Y | -50.4% | -4.6% | -45.7% | -52.1% |
| All | -50.4% | -2.5% | -47.8% | -52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling