+279.2%
ORCL vs XHB
+240.7%
+38.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.8% |
| 7D | +3.8% | -4.1% | +7.9% | +5.7% |
| 30D | -6.6% | +9.6% | -16.2% | -10.5% |
| 3M | -11.4% | -6.0% | -5.4% | -9.5% |
| 6M | -33.3% | +2.2% | -35.5% | -34.7% |
| YTD | -33.3% | +1.1% | -34.4% | -34.9% |
| 1Y | -44.9% | -1.7% | -43.2% | -45.7% |
| 3Y | +17.6% | +36.5% | -18.8% | -3.6% |
| 5Y | +46.1% | +33.5% | +12.6% | +18.6% |
| All | +279.2% | +240.7% | +38.5% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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