+29.8%
ORCL vs XLE
+152.1%
-122.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.0% | -4.0% | -6.3% |
| 7D | -17.5% | -10.3% | -7.2% | -15.6% |
| 30D | -20.2% | -3.3% | -16.8% | -19.7% |
| 3M | -19.9% | +8.2% | -28.1% | -21.5% |
| 6M | -37.4% | +5.0% | -42.5% | -38.4% |
| YTD | -40.1% | +40.6% | -80.7% | -45.7% |
| 1Y | -53.4% | +45.0% | -98.4% | -58.1% |
| 3Y | +10.4% | +56.3% | -45.9% | -3.0% |
| 5Y | +29.8% | +152.2% | -122.5% | -1.3% |
| All | +29.8% | +152.1% | -122.3% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling