+10.2%
ORCL vs XHB
+36.1%
-25.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | -11.2% | +1.3% | -12.5% | -11.6% |
| 30D | -18.8% | +7.8% | -26.6% | -20.9% |
| 3M | -18.8% | -5.5% | -13.3% | -17.7% |
| 6M | -39.7% | -2.6% | -37.1% | -39.7% |
| YTD | -39.6% | +0.4% | -40.0% | -40.6% |
| 1Y | -51.7% | -1.0% | -50.8% | -52.4% |
| 3Y | +10.2% | +37.3% | -27.1% | -4.7% |
| All | +10.2% | +36.1% | -25.8% | -4.7% |
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