-43.3%
ORCL vs XBI
+33.5%
-76.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +1.0% |
| 7D | +10.4% | +1.9% | +8.5% | +9.2% |
| 30D | -11.2% | +3.0% | -14.2% | -12.1% |
| 3M | -16.8% | -5.1% | -11.6% | -14.5% |
| 6M | -31.5% | +12.2% | -43.7% | -35.5% |
| YTD | -33.9% | +24.1% | -58.0% | -41.8% |
| 1Y | -43.3% | +33.1% | -76.3% | -51.5% |
| All | -43.3% | +33.5% | -76.8% | -51.5% |
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