+8.1%
ORCL vs XLF
+81.3%
-73.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.9% |
| 7D | -6.5% | +1.9% | -8.4% | -7.7% |
| 30D | -16.6% | +6.5% | -23.1% | -20.3% |
| 3M | -21.6% | +1.2% | -22.8% | -22.3% |
| 6M | -39.4% | +14.6% | -53.9% | -45.1% |
| YTD | -38.7% | +7.7% | -46.4% | -42.1% |
| 1Y | -50.4% | +11.8% | -62.1% | -54.4% |
| 3Y | +8.1% | +80.1% | -72.0% | -28.5% |
| All | +8.1% | +81.3% | -73.2% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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