+46.1%
ORCL vs XLRE
+9.6%
+36.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +3.8% | -1.2% | +4.9% | +4.4% |
| 30D | -6.6% | +6.4% | -12.9% | -9.3% |
| 3M | -11.4% | +2.0% | -13.4% | -12.3% |
| 6M | -33.3% | +1.8% | -35.1% | -34.3% |
| YTD | -33.3% | +13.2% | -46.4% | -38.1% |
| 1Y | -44.9% | +10.7% | -55.6% | -48.3% |
| 3Y | +17.6% | +43.7% | -26.1% | -5.5% |
| 5Y | +46.1% | +9.7% | +36.3% | +38.3% |
| All | +46.1% | +9.6% | +36.4% | +38.3% |
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