+33.3%
ORCL vs XLRE
+31.7%
+1.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +15.0% | -0.3% | +15.3% | +15.1% |
| 30D | +10.5% | -2.4% | +12.9% | +11.4% |
| 3M | -23.0% | +0.6% | -23.6% | -23.6% |
| 6M | +7.0% | +3.9% | +3.0% | +4.1% |
| YTD | -15.8% | +10.5% | -26.3% | -20.6% |
| 1Y | -31.1% | +8.4% | -39.5% | -34.5% |
| 3Y | +33.3% | +32.8% | +0.5% | +18.1% |
| All | +33.3% | +31.7% | +1.6% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling