-50.4%
ORCL vs XLC
-3.3%
-47.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.8% |
| 7D | -6.5% | +6.2% | -12.7% | -10.9% |
| 30D | -16.6% | -2.4% | -14.2% | -14.6% |
| 3M | -21.6% | -3.3% | -18.3% | -19.6% |
| 6M | -39.4% | -7.3% | -32.1% | -34.3% |
| YTD | -38.7% | -7.6% | -31.0% | -34.1% |
| 1Y | -50.4% | -3.7% | -46.7% | -47.6% |
| All | -50.4% | -3.3% | -47.0% | -47.6% |
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