+32.7%
ORCL vs XLP
+27.4%
+5.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +2.7% |
| 7D | +5.3% | -1.0% | +6.3% | +4.8% |
| 30D | +10.0% | -0.9% | +10.8% | +9.6% |
| 3M | -32.6% | +3.8% | -36.4% | -31.4% |
| 6M | +4.9% | -1.7% | +6.7% | +5.9% |
| YTD | -17.8% | +10.3% | -28.0% | -16.4% |
| 1Y | -28.0% | +7.8% | -35.8% | -26.6% |
| All | +32.7% | +27.4% | +5.2% | +33.3% |
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