-51.7%
ORCL vs XLP
+22.3%
-74.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | -0.9% |
| 7D | -11.2% | +0.7% | -11.9% | -9.9% |
| 30D | -18.8% | +10.3% | -29.1% | -6.6% |
| 3M | -18.8% | +6.5% | -25.3% | -10.6% |
| 6M | -39.7% | +8.4% | -48.1% | -30.6% |
| YTD | -39.6% | +18.2% | -57.8% | -22.0% |
| 1Y | -51.7% | +22.4% | -74.2% | -34.6% |
| All | -51.7% | +22.3% | -74.0% | -34.6% |
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