+2,904.3%
ORCL vs XLF
+419.1%
+2,485.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.5% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +10.0% | +0.2% | +9.8% | +9.9% |
| 3M | -32.6% | +11.7% | -44.3% | -37.0% |
| 6M | +4.9% | +13.8% | -8.9% | -2.9% |
| YTD | -17.8% | +7.0% | -24.7% | -21.0% |
| 1Y | -28.0% | +9.1% | -37.1% | -32.1% |
| 3Y | +36.0% | +75.6% | -39.6% | -3.0% |
| 5Y | +88.7% | +66.4% | +22.3% | +38.3% |
| 10Y | +346.9% | +250.3% | +96.6% | +103.8% |
| All | +2,904.3% | +419.1% | +2,485.2% | +765.0% |
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