+328.9%
ORCL vs XBI
+160.4%
+168.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -5.4% | -4.6% | -0.7% | -3.9% |
| 30D | -2.0% | -2.0% | 0.0% | -1.4% |
| 3M | -18.1% | +17.8% | -35.9% | -22.4% |
| 6M | -7.2% | +23.7% | -30.9% | -13.6% |
| YTD | -22.2% | +28.2% | -50.4% | -28.4% |
| 1Y | -50.6% | +64.0% | -114.6% | -58.0% |
| 3Y | +22.9% | +99.4% | -76.5% | -2.9% |
| 5Y | +79.3% | +19.3% | +59.9% | +60.6% |
| All | +328.9% | +160.4% | +168.5% | +192.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling