+2,904.3%
ORCL vs XLB
+822.6%
+2,081.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.3% |
| 7D | +5.3% | -1.4% | +6.6% | +6.3% |
| 30D | +10.0% | -0.4% | +10.3% | +10.2% |
| 3M | -32.6% | +2.0% | -34.6% | -33.7% |
| 6M | +4.9% | +1.8% | +3.1% | +3.0% |
| YTD | -17.8% | +16.6% | -34.3% | -26.3% |
| 1Y | -28.0% | +16.9% | -44.9% | -35.9% |
| 3Y | +36.0% | +32.6% | +3.5% | +11.3% |
| 5Y | +88.7% | +35.6% | +53.1% | +50.9% |
| 10Y | +346.9% | +160.0% | +186.9% | +125.6% |
| All | +2,904.3% | +822.6% | +2,081.7% | +547.1% |
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