-31.1%
ORCL vs XHB
-15.1%
-15.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.6% |
| 7D | +15.0% | +0.2% | +14.8% | +15.0% |
| 30D | +10.5% | -9.1% | +19.6% | +11.2% |
| 3M | -23.0% | -2.3% | -20.7% | -22.8% |
| 6M | +7.0% | -4.1% | +11.1% | +5.5% |
| YTD | -15.8% | -1.7% | -14.1% | -15.0% |
| 1Y | -31.1% | -15.1% | -16.0% | -34.8% |
| All | -31.1% | -15.1% | -15.9% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling