-49.5%
ORCL vs XLRE
+14.1%
-63.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.3% | -0.9% |
| 7D | -14.4% | +7.1% | -21.5% | -12.6% |
| 30D | -12.8% | +10.9% | -23.8% | -10.4% |
| 3M | -14.8% | +0.7% | -15.5% | -15.4% |
| 6M | -30.9% | +4.1% | -35.0% | -30.6% |
| YTD | -35.7% | +14.5% | -50.2% | -36.4% |
| 1Y | -49.5% | +14.1% | -63.6% | -50.0% |
| All | -49.5% | +14.1% | -63.6% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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