+251.6%
ORCL vs XLB
+173.6%
+78.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +1.9% |
| 7D | +0.5% | -1.4% | +1.8% | +1.3% |
| 30D | -15.3% | +7.1% | -22.4% | -19.3% |
| 3M | -18.2% | +0.6% | -18.8% | -18.8% |
| 6M | -38.4% | +3.5% | -41.9% | -40.2% |
| YTD | -37.7% | +18.2% | -56.0% | -45.1% |
| 1Y | -49.3% | +25.6% | -74.9% | -57.2% |
| 3Y | +10.6% | +46.7% | -36.0% | -16.4% |
| 5Y | +35.5% | +30.9% | +4.6% | +9.7% |
| 10Y | +251.6% | +167.7% | +83.8% | +74.5% |
| All | +251.6% | +173.6% | +78.0% | +74.5% |
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