+246.0%
ORCL vs XLB
+166.1%
+79.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -6.5% | +0.5% | -7.0% | -6.8% |
| 30D | -16.6% | +6.9% | -23.5% | -20.4% |
| 3M | -21.6% | -0.2% | -21.4% | -21.7% |
| 6M | -39.4% | +3.3% | -42.7% | -41.1% |
| YTD | -38.7% | +18.0% | -56.7% | -45.8% |
| 1Y | -50.4% | +24.2% | -74.6% | -57.8% |
| 3Y | +8.1% | +44.7% | -36.6% | -17.6% |
| 5Y | +34.5% | +31.6% | +3.0% | +8.5% |
| 10Y | +246.0% | +164.2% | +81.8% | +72.2% |
| All | +246.0% | +166.1% | +79.9% | +72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling