+30.6%
ORCL vs FDX
+72.6%
-42.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.5% |
| 7D | -11.2% | -1.6% | -9.5% | -10.8% |
| 30D | -18.8% | +6.6% | -25.4% | -20.3% |
| 3M | -18.8% | -2.1% | -16.7% | -18.5% |
| 6M | -39.7% | +2.2% | -41.9% | -40.3% |
| YTD | -39.6% | +33.9% | -73.6% | -45.2% |
| 1Y | -51.7% | +50.2% | -102.0% | -57.7% |
| 3Y | +10.2% | +65.5% | -55.3% | -10.3% |
| All | +30.6% | +72.6% | -42.0% | +0.1% |
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