+2,104.9%
ORCL vs XLB
+818.2%
+1,286.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.1% |
| 3M | -18.8% | 0.0% | -18.8% | -19.0% |
| 6M | -39.7% | 0.0% | -39.7% | -40.2% |
| YTD | -39.6% | +16.0% | -55.7% | -45.9% |
| 1Y | -51.7% | +24.7% | -76.5% | -58.9% |
| 3Y | +10.2% | +40.4% | -30.1% | -13.3% |
| 5Y | +30.8% | +30.7% | +0.2% | +7.0% |
| 10Y | +252.1% | +173.3% | +78.8% | +71.7% |
| All | +2,104.9% | +818.2% | +1,286.7% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling