-53.4%
ORCL vs XLP
+23.5%
-76.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.2% | -7.9% |
| 7D | -17.5% | +3.5% | -21.0% | -13.2% |
| 30D | -20.2% | +11.6% | -31.7% | -6.8% |
| 3M | -19.9% | +7.6% | -27.6% | -10.7% |
| 6M | -37.4% | +10.0% | -47.4% | -26.6% |
| YTD | -40.1% | +19.7% | -59.9% | -21.8% |
| 1Y | -53.4% | +23.5% | -76.8% | -37.0% |
| All | -53.4% | +23.5% | -76.9% | -37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling