+10.2%
ORCL vs XEL
+44.3%
-34.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.6% |
| 7D | -11.2% | -0.2% | -11.0% | -11.2% |
| 30D | -18.8% | +10.0% | -28.8% | -17.2% |
| 3M | -18.8% | +4.3% | -23.1% | -18.2% |
| 6M | -39.7% | +0.5% | -40.2% | -39.6% |
| YTD | -39.6% | +10.4% | -50.0% | -39.0% |
| 1Y | -51.7% | +2.0% | -53.7% | -51.5% |
| 3Y | +10.2% | +45.6% | -35.3% | +15.6% |
| All | +10.2% | +44.3% | -34.1% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling