+363.4%
ORCL vs XHB
+204.2%
+159.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +3.4% |
| 7D | +15.0% | +0.2% | +14.8% | +14.9% |
| 30D | +10.5% | -9.1% | +19.6% | +15.0% |
| 3M | -23.0% | -2.3% | -20.7% | -22.8% |
| 6M | +7.0% | -4.1% | +11.1% | +7.8% |
| YTD | -15.8% | -1.7% | -14.1% | -16.5% |
| 1Y | -31.1% | -15.1% | -16.0% | -27.4% |
| 3Y | +33.3% | +26.8% | +6.5% | +13.5% |
| 5Y | +94.3% | +37.3% | +57.0% | +56.2% |
| 10Y | +363.4% | +205.7% | +157.7% | +154.8% |
| All | +363.4% | +204.2% | +159.2% | +154.8% |
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