-39.7%
ORCL vs XHB
-2.0%
-37.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -11.2% | +1.3% | -12.5% | -11.3% |
| 30D | -18.8% | +7.8% | -26.6% | -20.4% |
| 3M | -18.8% | -5.5% | -13.3% | -18.3% |
| 6M | -39.7% | -2.6% | -37.1% | -38.9% |
| All | -39.7% | -2.0% | -37.7% | -38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling