+91.4%
ORCL vs XHB
+37.5%
+53.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.7% |
| 7D | +5.3% | -1.3% | +6.5% | +5.9% |
| 30D | +10.0% | -6.9% | +16.8% | +13.0% |
| 3M | -32.6% | -1.3% | -31.3% | -32.6% |
| 6M | +4.9% | -6.8% | +11.7% | +6.9% |
| YTD | -17.8% | +0.7% | -18.5% | -19.2% |
| 1Y | -28.0% | -11.2% | -16.7% | -25.6% |
| 3Y | +36.0% | +25.3% | +10.7% | +15.1% |
| All | +91.4% | +37.5% | +53.9% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling