+346.9%
ORCL vs XLE
+177.7%
+169.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +3.9% | +3.3% |
| 7D | +5.3% | +2.2% | +3.1% | +4.5% |
| 30D | +10.0% | +11.8% | -1.8% | +6.3% |
| 3M | -32.6% | +9.8% | -42.4% | -34.6% |
| 6M | +4.9% | +15.6% | -10.6% | -0.3% |
| YTD | -17.8% | +45.3% | -63.0% | -27.5% |
| 1Y | -28.0% | +48.3% | -76.3% | -37.0% |
| 3Y | +36.0% | +55.4% | -19.4% | +16.4% |
| 5Y | +88.7% | +216.1% | -127.4% | +25.1% |
| All | +346.9% | +177.7% | +169.2% | +195.9% |
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