+244.8%
ORCL vs XLE
+169.9%
+74.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -11.2% | -12.0% | +0.8% | -7.8% |
| 30D | -18.8% | -2.7% | -16.1% | -18.3% |
| 3M | -18.8% | +6.6% | -25.4% | -20.6% |
| 6M | -39.7% | +9.5% | -49.3% | -41.8% |
| YTD | -39.6% | +40.6% | -80.2% | -46.4% |
| 1Y | -51.7% | +43.6% | -95.3% | -57.4% |
| 3Y | +10.2% | +58.1% | -47.8% | -6.1% |
| 5Y | +30.8% | +152.2% | -121.4% | -6.7% |
| All | +244.8% | +169.9% | +74.9% | +135.9% |
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