+270.3%
ORCL vs XLB
+163.6%
+106.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | +8.0% | +0.5% | +7.4% | +7.6% |
| 30D | -4.0% | +5.2% | -9.1% | -7.4% |
| 3M | -19.5% | +0.3% | -19.8% | -19.8% |
| 6M | -33.5% | +1.2% | -34.6% | -34.4% |
| YTD | -34.8% | +16.6% | -51.5% | -42.0% |
| 1Y | -41.6% | +21.4% | -63.1% | -49.6% |
| 3Y | +13.8% | +43.2% | -29.5% | -12.6% |
| 5Y | +43.4% | +28.0% | +15.3% | +17.8% |
| All | +270.3% | +163.6% | +106.7% | +84.6% |
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 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