-44.9%
ORCL vs XLE
+43.4%
-88.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.9% | +7.0% | +9.1% |
| 7D | +3.8% | -0.2% | +4.0% | +3.6% |
| 30D | -6.6% | -4.0% | -2.6% | -7.2% |
| 3M | -11.4% | +4.6% | -16.1% | -9.9% |
| 6M | -33.3% | +12.3% | -45.6% | -31.2% |
| YTD | -33.3% | +44.5% | -77.8% | -31.8% |
| 1Y | -44.9% | +42.4% | -87.3% | -42.2% |
| All | -44.9% | +43.4% | -88.3% | -42.2% |
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