+91.4%
ORCL vs FDX
+65.4%
+26.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.6% | +3.2% |
| 7D | +5.3% | -2.5% | +7.8% | +5.9% |
| 30D | +10.0% | +3.8% | +6.2% | +9.0% |
| 3M | -32.6% | -1.3% | -31.3% | -32.5% |
| 6M | +4.9% | +5.0% | -0.1% | +2.8% |
| YTD | -17.8% | +39.6% | -57.4% | -25.8% |
| 1Y | -28.0% | +81.1% | -109.1% | -39.9% |
| 3Y | +36.0% | +63.0% | -27.0% | +12.6% |
| All | +91.4% | +65.4% | +26.0% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling