+46.1%
ORCL vs EXPE
+42.3%
+3.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.6% |
| 6M | -33.3% | +17.7% | -51.0% | -36.6% |
| YTD | -33.3% | -7.8% | -25.5% | -33.9% |
| 1Y | -44.9% | -1.4% | -43.6% | -46.3% |
| 3Y | +17.6% | +121.9% | -104.3% | -6.0% |
| 5Y | +46.1% | +44.3% | +1.8% | +24.1% |
| All | +46.1% | +42.3% | +3.7% | +24.1% |
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 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