+13.8%
ORCL vs XHB
+35.8%
-22.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +8.0% | -0.2% | +8.2% | +8.0% |
| 30D | -4.0% | +9.9% | -13.9% | -7.0% |
| 3M | -19.5% | -6.3% | -13.2% | -18.1% |
| 6M | -33.5% | +3.8% | -37.3% | -34.8% |
| YTD | -34.8% | +0.1% | -35.0% | -35.8% |
| 1Y | -41.6% | -0.8% | -40.8% | -42.4% |
| 3Y | +13.8% | +35.6% | -21.8% | -6.7% |
| All | +13.8% | +35.8% | -22.0% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling