+33.3%
ORCL vs XBI
+107.0%
-73.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.8% |
| 7D | +15.0% | -0.9% | +15.9% | +15.4% |
| 30D | +10.5% | +2.9% | +7.6% | +9.1% |
| 3M | -23.0% | +26.2% | -49.2% | -30.2% |
| 6M | +7.0% | +30.7% | -23.7% | -4.2% |
| YTD | -15.8% | +32.9% | -48.7% | -25.2% |
| 1Y | -31.1% | +72.3% | -103.3% | -44.5% |
| 3Y | +33.3% | +107.2% | -73.9% | -2.7% |
| All | +33.3% | +107.0% | -73.7% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling