+287.5%
ORCL vs XLC
+143.7%
+143.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.9% |
| 7D | +5.3% | -0.8% | +6.1% | +5.9% |
| 30D | +10.0% | +1.0% | +8.9% | +9.1% |
| 3M | -32.6% | -0.7% | -31.9% | -32.3% |
| 6M | +4.9% | -5.1% | +10.1% | +9.1% |
| YTD | -17.8% | -4.3% | -13.5% | -15.0% |
| 1Y | -28.0% | -0.6% | -27.4% | -27.8% |
| 3Y | +36.0% | +72.7% | -36.7% | -6.6% |
| 5Y | +88.7% | +38.0% | +50.7% | +50.8% |
| All | +287.5% | +143.7% | +143.8% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling