+346.9%
ORCL vs XLP
+101.8%
+245.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.6% |
| 7D | +5.3% | -1.0% | +6.3% | +5.9% |
| 30D | +10.0% | -0.9% | +10.8% | +10.5% |
| 3M | -32.6% | +3.8% | -36.4% | -34.9% |
| 6M | +4.9% | -1.7% | +6.7% | +4.5% |
| YTD | -17.8% | +10.3% | -28.0% | -25.6% |
| 1Y | -28.0% | +7.8% | -35.8% | -34.3% |
| 3Y | +36.0% | +27.2% | +8.8% | +4.4% |
| 5Y | +88.7% | +32.5% | +56.2% | +38.6% |
| All | +346.9% | +101.8% | +245.1% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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