-28.0%
ORCL vs XEL
+7.2%
-35.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +2.5% |
| 7D | +5.3% | -1.0% | +6.2% | +4.5% |
| 30D | +10.0% | -1.9% | +11.9% | +8.5% |
| 3M | -32.6% | -1.9% | -30.7% | -33.1% |
| 6M | +4.9% | -7.4% | +12.4% | +1.2% |
| YTD | -17.8% | +4.1% | -21.8% | -16.9% |
| 1Y | -28.0% | +8.0% | -36.0% | -24.8% |
| All | -28.0% | +7.2% | -35.2% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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