-28.0%
ORCL vs FDX
+80.8%
-108.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.6% | +3.1% |
| 7D | +5.3% | -2.5% | +7.8% | +5.2% |
| 30D | +10.0% | +3.8% | +6.2% | +10.1% |
| 3M | -32.6% | -1.3% | -31.3% | -32.4% |
| 6M | +4.9% | +5.0% | -0.1% | +3.7% |
| YTD | -17.8% | +39.6% | -57.4% | -15.7% |
| 1Y | -28.0% | +81.1% | -109.1% | -13.7% |
| All | -28.0% | +80.8% | -108.8% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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