+10.2%
ORCL vs XLP
+42.1%
-31.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | 0.0% |
| 7D | -11.2% | +0.7% | -11.9% | -10.6% |
| 30D | -18.8% | +10.3% | -29.1% | -13.8% |
| 3M | -18.8% | +6.5% | -25.3% | -15.1% |
| 6M | -39.7% | +8.4% | -48.1% | -36.0% |
| YTD | -39.6% | +18.2% | -57.8% | -35.1% |
| 1Y | -51.7% | +22.4% | -74.2% | -48.0% |
| 3Y | +10.2% | +41.9% | -31.7% | +11.6% |
| All | +10.2% | +42.1% | -31.8% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling