+328.9%
ORCL vs XLRE
+89.0%
+239.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.2% |
| 7D | -5.4% | -1.2% | -4.2% | -4.7% |
| 30D | -2.0% | -2.4% | +0.4% | -0.7% |
| 3M | -18.1% | -2.5% | -15.6% | -17.3% |
| 6M | -7.2% | +4.0% | -11.2% | -10.1% |
| YTD | -22.2% | +9.3% | -31.4% | -26.8% |
| 1Y | -50.6% | +5.6% | -56.2% | -52.8% |
| 3Y | +22.9% | +31.3% | -8.4% | +2.5% |
| 5Y | +79.3% | +9.5% | +69.7% | +65.0% |
| All | +328.9% | +89.0% | +239.9% | +190.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling