+46.1%
ORCL vs XLB
+31.4%
+14.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.6% |
| 7D | +3.8% | -1.6% | +5.4% | +5.0% |
| 30D | -6.6% | +7.2% | -13.8% | -11.0% |
| 3M | -11.4% | 0.0% | -11.5% | -11.7% |
| 6M | -33.3% | +2.3% | -35.6% | -34.7% |
| YTD | -33.3% | +18.4% | -51.7% | -41.3% |
| 1Y | -44.9% | +23.3% | -68.2% | -53.1% |
| 3Y | +17.6% | +45.2% | -27.6% | -11.5% |
| 5Y | +46.1% | +31.0% | +15.1% | +18.2% |
| All | +46.1% | +31.4% | +14.7% | +18.2% |
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