-51.7%
ORCL vs XLC
-6.4%
-45.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | -11.2% | +4.9% | -16.0% | -14.5% |
| 30D | -18.8% | -5.8% | -13.0% | -14.7% |
| 3M | -18.8% | -5.4% | -13.3% | -15.3% |
| 6M | -39.7% | -10.2% | -29.6% | -33.0% |
| YTD | -39.6% | -10.2% | -29.5% | -33.6% |
| 1Y | -51.7% | -5.6% | -46.1% | -48.5% |
| All | -51.7% | -6.4% | -45.4% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling