+2,338.1%
ORCL vs XLF
+425.7%
+1,912.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +8.5% |
| 7D | +3.8% | -1.0% | +4.7% | +4.5% |
| 30D | -6.6% | +6.5% | -13.1% | -10.1% |
| 3M | -11.4% | +1.8% | -13.2% | -12.5% |
| 6M | -33.3% | +15.4% | -48.7% | -38.9% |
| YTD | -33.3% | +8.4% | -41.6% | -36.5% |
| 1Y | -44.9% | +11.9% | -56.8% | -48.7% |
| 3Y | +17.6% | +81.1% | -63.5% | -17.8% |
| 5Y | +46.1% | +59.5% | -13.4% | +9.5% |
| 10Y | +277.8% | +225.2% | +52.6% | +79.6% |
| All | +2,338.1% | +425.7% | +1,912.4% | +595.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling