+93.1%
ORCL vs XBI
+21.6%
+71.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | 0.0% |
| 7D | +10.9% | -3.6% | +14.5% | +12.2% |
| 30D | +7.0% | +0.9% | +6.2% | +6.6% |
| 3M | -21.2% | +21.4% | -42.6% | -26.1% |
| 6M | +7.4% | +25.5% | -18.1% | -0.4% |
| YTD | -16.3% | +30.8% | -47.1% | -23.4% |
| 1Y | -32.3% | +68.6% | -100.9% | -42.7% |
| 3Y | +32.6% | +103.9% | -71.4% | +5.4% |
| 5Y | +93.1% | +20.8% | +72.3% | +62.0% |
| All | +93.1% | +21.6% | +71.5% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling