+270.3%
ORCL vs XLI
+225.1%
+45.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | +8.0% | +3.8% | +4.2% | +5.0% |
| 30D | -4.0% | +1.0% | -5.0% | -4.6% |
| 3M | -19.5% | -8.9% | -10.6% | -13.1% |
| 6M | -33.5% | -2.3% | -31.2% | -32.2% |
| YTD | -34.8% | +9.7% | -44.5% | -39.8% |
| 1Y | -41.6% | +12.3% | -53.9% | -47.1% |
| 3Y | +13.8% | +71.5% | -57.7% | -24.2% |
| 5Y | +43.4% | +70.2% | -26.8% | -4.3% |
| All | +270.3% | +225.1% | +45.2% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 10y: compounded portfolio wealth divided by compounded XLI 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…
10y analysis · Full analysis span regression · 6 months rolling