+246.0%
ORCL vs XEL
+176.3%
+69.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -6.5% | +1.7% | -8.2% | -6.9% |
| 30D | -16.6% | +8.6% | -25.2% | -18.4% |
| 3M | -21.6% | +5.1% | -26.7% | -22.7% |
| 6M | -39.4% | +2.5% | -41.9% | -40.2% |
| YTD | -38.7% | +11.0% | -49.6% | -41.3% |
| 1Y | -50.4% | +2.7% | -53.1% | -51.4% |
| 3Y | +8.1% | +49.7% | -41.6% | -8.8% |
| 5Y | +34.5% | +46.1% | -11.6% | +13.1% |
| 10Y | +246.0% | +181.5% | +64.5% | +160.0% |
| All | +246.0% | +176.3% | +69.8% | +160.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling