+246.0%
ORCL vs FDX
+155.6%
+90.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -6.5% | +0.5% | -7.0% | -6.6% |
| 30D | -16.6% | +9.5% | -26.1% | -18.9% |
| 3M | -21.6% | -1.3% | -20.3% | -21.5% |
| 6M | -39.4% | +5.5% | -44.9% | -40.6% |
| YTD | -38.7% | +38.9% | -77.5% | -45.5% |
| 1Y | -50.4% | +58.8% | -109.2% | -57.8% |
| 3Y | +8.1% | +71.1% | -63.0% | -13.7% |
| 5Y | +34.5% | +76.3% | -41.8% | +3.0% |
| 10Y | +246.0% | +153.4% | +92.6% | +114.9% |
| All | +246.0% | +155.6% | +90.4% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling