+93.1%
ORCL vs XLRE
+6.4%
+86.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | +10.9% | -0.7% | +11.6% | +11.3% |
| 30D | +7.0% | -2.2% | +9.2% | +8.1% |
| 3M | -21.2% | -2.6% | -18.6% | -20.5% |
| 6M | +7.4% | +2.6% | +4.8% | +4.9% |
| YTD | -16.3% | +9.3% | -25.5% | -21.0% |
| 1Y | -32.3% | +7.2% | -39.5% | -35.7% |
| 3Y | +32.6% | +31.3% | +1.2% | +11.9% |
| 5Y | +93.1% | +8.1% | +85.0% | +89.0% |
| All | +93.1% | +6.4% | +86.7% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling