+363.4%
ORCL vs XLI
+252.7%
+110.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.7% |
| 7D | +15.0% | +1.0% | +14.0% | +14.2% |
| 30D | +10.5% | -5.8% | +16.4% | +15.9% |
| 3M | -23.0% | +0.7% | -23.7% | -23.6% |
| 6M | +7.0% | +3.2% | +3.8% | +3.7% |
| YTD | -15.8% | +13.0% | -28.8% | -24.2% |
| 1Y | -31.1% | +16.8% | -47.9% | -39.5% |
| 3Y | +33.3% | +72.4% | -39.1% | -11.9% |
| 5Y | +94.3% | +82.8% | +11.5% | +22.8% |
| 10Y | +363.4% | +252.4% | +110.9% | +86.1% |
| All | +363.4% | +252.7% | +110.6% | +86.1% |
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