+30.6%
ORCL vs XLB
+29.2%
+1.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.3% |
| 7D | -11.2% | -1.5% | -9.7% | -10.4% |
| 30D | -18.8% | +6.1% | -24.9% | -22.2% |
| 3M | -18.8% | 0.0% | -18.8% | -19.0% |
| 6M | -39.7% | 0.0% | -39.7% | -40.1% |
| YTD | -39.6% | +16.0% | -55.7% | -46.2% |
| 1Y | -51.7% | +24.7% | -76.5% | -59.4% |
| 3Y | +10.2% | +40.4% | -30.1% | -15.2% |
| All | +30.6% | +29.2% | +1.3% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling