+32.7%
ORCL vs XLE
+54.6%
-21.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +3.9% | +3.3% |
| 7D | +5.3% | +2.2% | +3.1% | +4.7% |
| 30D | +10.0% | +11.8% | -1.8% | +7.1% |
| 3M | -32.6% | +9.8% | -42.4% | -34.1% |
| 6M | +4.9% | +15.6% | -10.6% | +0.1% |
| YTD | -17.8% | +45.3% | -63.0% | -28.0% |
| 1Y | -28.0% | +48.3% | -76.3% | -37.7% |
| All | +32.7% | +54.6% | -21.9% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling