-41.6%
ORCL vs XLRE
+11.5%
-53.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | +0.8% | +7.1% | +8.2% |
| 30D | -4.0% | +6.9% | -10.9% | -2.0% |
| 3M | -19.5% | -0.8% | -18.6% | -20.3% |
| 6M | -33.5% | +2.1% | -35.6% | -33.4% |
| YTD | -34.8% | +12.6% | -47.4% | -34.1% |
| 1Y | -41.6% | +12.5% | -54.1% | -41.0% |
| All | -41.6% | +11.5% | -53.2% | -41.0% |
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