+30.6%
ORCL vs XLE
+150.1%
-119.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -11.2% | -12.0% | +0.8% | -8.8% |
| 30D | -18.8% | -2.7% | -16.1% | -18.4% |
| 3M | -18.8% | +6.6% | -25.4% | -20.1% |
| 6M | -39.7% | +9.5% | -49.3% | -41.3% |
| YTD | -39.6% | +40.6% | -80.2% | -45.3% |
| 1Y | -51.7% | +43.6% | -95.3% | -56.5% |
| 3Y | +10.2% | +58.1% | -47.8% | -3.4% |
| All | +30.6% | +150.1% | -119.5% | -0.3% |
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