+30.6%
ORCL vs XLI
+63.4%
-32.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -11.2% | -2.8% | -8.3% | -8.7% |
| 30D | -18.8% | -3.1% | -15.7% | -16.3% |
| 3M | -18.8% | -11.7% | -7.1% | -8.7% |
| 6M | -39.7% | -7.6% | -32.2% | -35.2% |
| YTD | -39.6% | +5.7% | -45.3% | -43.6% |
| 1Y | -51.7% | +7.8% | -59.6% | -55.8% |
| 3Y | +10.2% | +67.4% | -57.2% | -31.3% |
| All | +30.6% | +63.4% | -32.8% | -17.7% |
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