+2,249.8%
ORCL vs XLP
+582.4%
+1,667.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.4% | -5.3% | -4.5% |
| 7D | -14.4% | +5.9% | -20.3% | -18.4% |
| 30D | -12.8% | +13.5% | -26.3% | -21.7% |
| 3M | -14.8% | +8.4% | -23.2% | -20.9% |
| 6M | -30.9% | +11.5% | -42.4% | -38.2% |
| YTD | -35.7% | +20.6% | -56.3% | -46.7% |
| 1Y | -49.5% | +24.3% | -73.8% | -59.4% |
| 3Y | +18.6% | +45.1% | -26.4% | -18.7% |
| 5Y | +38.4% | +44.6% | -6.2% | -5.0% |
| 10Y | +275.2% | +133.1% | +142.1% | +71.5% |
| All | +2,249.8% | +582.4% | +1,667.4% | +378.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling