+93.1%
ORCL vs XLF
+65.1%
+28.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +10.9% | -1.0% | +11.9% | +11.7% |
| 30D | +7.0% | -1.3% | +8.3% | +8.0% |
| 3M | -21.2% | +9.1% | -30.3% | -26.0% |
| 6M | +7.4% | +14.4% | -7.0% | -2.5% |
| YTD | -16.3% | +5.1% | -21.4% | -19.3% |
| 1Y | -32.3% | +8.6% | -40.9% | -36.7% |
| 3Y | +32.6% | +74.4% | -41.9% | -11.8% |
| 5Y | +93.1% | +64.4% | +28.7% | +32.6% |
| All | +93.1% | +65.1% | +28.0% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling