+32.7%
ORCL vs XLB
+32.8%
-0.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.3% |
| 7D | +5.3% | -1.4% | +6.6% | +6.2% |
| 30D | +10.0% | -0.4% | +10.3% | +10.2% |
| 3M | -32.6% | +2.0% | -34.6% | -33.5% |
| 6M | +4.9% | +1.8% | +3.1% | +3.3% |
| YTD | -17.8% | +16.6% | -34.3% | -26.8% |
| 1Y | -28.0% | +16.9% | -44.9% | -36.2% |
| All | +32.7% | +32.8% | -0.1% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling