+42.7%
ORCL vs EXPE
+46.0%
-3.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +8.0% | -0.5% | +8.5% | +8.1% |
| 30D | -4.0% | -6.1% | +2.1% | -3.4% |
| 3M | -19.5% | -21.3% | +1.8% | -16.4% |
| 6M | -33.5% | +19.0% | -52.5% | -36.9% |
| YTD | -34.8% | -8.4% | -26.4% | -35.4% |
| 1Y | -41.6% | -2.8% | -38.8% | -42.9% |
| 3Y | +13.8% | +120.8% | -107.0% | -9.0% |
| All | +42.7% | +46.0% | -3.3% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling