+270.3%
ORCL vs XLE
+181.7%
+88.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | +8.0% | +5.4% | +2.5% | +6.4% |
| 30D | -4.0% | -3.9% | 0.0% | -2.9% |
| 3M | -19.5% | +7.0% | -26.5% | -21.3% |
| 6M | -33.5% | +14.2% | -47.7% | -36.4% |
| YTD | -34.8% | +48.2% | -83.0% | -42.9% |
| 1Y | -41.6% | +47.7% | -89.3% | -48.8% |
| 3Y | +13.8% | +70.0% | -56.2% | -5.1% |
| 5Y | +43.4% | +169.1% | -125.8% | +0.4% |
| All | +270.3% | +181.7% | +88.5% | +149.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling