-49.5%
ORCL vs XLE
+50.1%
-99.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.7% | +2.8% | -3.1% |
| 7D | -14.4% | -7.2% | -7.2% | -15.8% |
| 30D | -12.8% | +0.1% | -12.9% | -12.2% |
| 3M | -14.8% | +9.2% | -24.0% | -12.5% |
| 6M | -30.9% | +8.4% | -39.2% | -28.7% |
| YTD | -35.7% | +44.9% | -80.6% | -33.4% |
| 1Y | -49.5% | +49.9% | -99.3% | -48.3% |
| All | -49.5% | +50.1% | -99.6% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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