+270.3%
ORCL vs XBI
+129.6%
+140.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +8.0% | -1.1% | +9.1% | +8.4% |
| 30D | -4.0% | +2.6% | -6.6% | -4.5% |
| 3M | -19.5% | -4.0% | -15.4% | -18.3% |
| 6M | -33.5% | +10.9% | -44.4% | -35.8% |
| YTD | -34.8% | +23.6% | -58.4% | -39.3% |
| 1Y | -41.6% | +35.1% | -76.7% | -47.1% |
| 3Y | +13.8% | +125.2% | -111.4% | -13.2% |
| 5Y | +43.4% | +19.7% | +23.7% | +28.7% |
| All | +270.3% | +129.6% | +140.7% | +156.3% |
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 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