-49.5%
ORCL vs XBI
+47.5%
-97.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -3.4% |
| 7D | -14.4% | +1.0% | -15.4% | -14.8% |
| 30D | -12.8% | +1.9% | -14.7% | -13.8% |
| 3M | -14.8% | +4.8% | -19.5% | -17.3% |
| 6M | -30.9% | +19.3% | -50.2% | -37.2% |
| YTD | -35.7% | +30.6% | -66.3% | -44.7% |
| 1Y | -49.5% | +47.9% | -97.4% | -59.0% |
| All | -49.5% | +47.5% | -97.0% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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