+91.4%
ORCL vs XLI
+81.3%
+10.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.7% |
| 7D | +5.3% | -1.1% | +6.3% | +6.4% |
| 30D | +10.0% | -5.9% | +15.9% | +16.3% |
| 3M | -32.6% | -0.3% | -32.3% | -32.5% |
| 6M | +4.9% | +0.1% | +4.8% | +4.0% |
| YTD | -17.8% | +13.6% | -31.3% | -28.1% |
| 1Y | -28.0% | +17.2% | -45.2% | -39.0% |
| 3Y | +36.0% | +68.2% | -32.2% | -16.2% |
| All | +91.4% | +81.3% | +10.1% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling