+8.1%
ORCL vs EXPE
+126.3%
-118.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | -6.5% | -11.2% | +4.7% | -4.6% |
| 30D | -16.6% | -7.5% | -9.1% | -15.8% |
| 3M | -21.6% | -19.1% | -2.5% | -19.1% |
| 6M | -39.4% | +10.7% | -50.1% | -42.0% |
| YTD | -38.7% | -9.9% | -28.7% | -39.2% |
| 1Y | -50.4% | -4.6% | -45.7% | -51.5% |
| 3Y | +8.1% | +116.8% | -108.7% | -14.3% |
| All | +8.1% | +126.3% | -118.2% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling