+33,471.1%
ORCL vs FDX
+4,233.7%
+29,237.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.6% | +3.3% |
| 7D | +5.3% | -2.5% | +7.8% | +6.2% |
| 30D | +10.0% | +3.8% | +6.2% | +8.5% |
| 3M | -32.6% | -1.3% | -31.3% | -32.6% |
| 6M | +4.9% | +5.0% | -0.1% | +2.0% |
| YTD | -17.8% | +39.6% | -57.4% | -28.2% |
| 1Y | -28.0% | +81.1% | -109.1% | -43.0% |
| 3Y | +36.0% | +63.0% | -27.0% | +7.8% |
| 5Y | +88.7% | +65.6% | +23.1% | +43.9% |
| 10Y | +346.9% | +183.4% | +163.5% | +157.6% |
| All | +33,471.1% | +4,233.7% | +29,237.5% | +6,430.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling