-28.0%
ORCL vs XBI
+75.8%
-103.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +5.3% | +0.9% | +4.4% | +4.8% |
| 30D | +10.0% | +7.1% | +2.9% | +6.6% |
| 3M | -32.6% | +22.9% | -55.5% | -37.9% |
| 6M | +4.9% | +29.7% | -24.8% | -6.2% |
| YTD | -17.8% | +34.5% | -52.2% | -26.8% |
| 1Y | -28.0% | +76.1% | -104.0% | -21.3% |
| All | -28.0% | +75.8% | -103.8% | -21.3% |
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