-49.5%
ORCL vs XLB
+29.8%
-79.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.4% |
| 7D | -14.4% | +3.9% | -18.3% | -15.3% |
| 30D | -12.8% | +8.9% | -21.7% | -15.0% |
| 3M | -14.8% | +4.1% | -18.9% | -16.0% |
| 6M | -30.9% | +7.3% | -38.2% | -32.0% |
| YTD | -35.7% | +20.4% | -56.0% | -35.2% |
| 1Y | -49.5% | +29.5% | -79.0% | -48.6% |
| All | -49.5% | +29.8% | -79.3% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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