-44.9%
ORCL vs XLB
+24.1%
-69.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.7% |
| 7D | +3.8% | -1.6% | +5.4% | +4.2% |
| 30D | -6.6% | +7.2% | -13.8% | -8.6% |
| 3M | -11.4% | 0.0% | -11.5% | -11.8% |
| 6M | -33.3% | +2.3% | -35.6% | -33.6% |
| YTD | -33.3% | +18.4% | -51.7% | -32.2% |
| 1Y | -44.9% | +23.3% | -68.2% | -42.6% |
| All | -44.9% | +24.1% | -69.0% | -42.6% |
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