+1,211.7%
ORCL vs XBI
+869.2%
+342.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.3% |
| 7D | +10.4% | +1.9% | +8.5% | +9.6% |
| 30D | -11.2% | +3.0% | -14.2% | -12.0% |
| 3M | -16.8% | -5.1% | -11.6% | -15.0% |
| 6M | -31.5% | +12.2% | -43.7% | -34.7% |
| YTD | -33.9% | +24.1% | -58.0% | -39.5% |
| 1Y | -43.3% | +33.1% | -76.3% | -49.5% |
| 3Y | +16.5% | +127.3% | -110.8% | -17.4% |
| 5Y | +45.4% | +20.2% | +25.1% | +26.8% |
| 10Y | +274.0% | +131.6% | +142.5% | +121.4% |
| All | +1,211.7% | +869.2% | +342.5% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling