+291.5%
ORCL vs XLRE
+115.9%
+175.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | +0.8% | +7.1% | +7.5% |
| 30D | -4.0% | +6.9% | -10.9% | -7.6% |
| 3M | -19.5% | -0.8% | -18.6% | -19.2% |
| 6M | -33.5% | +2.1% | -35.6% | -34.8% |
| YTD | -34.8% | +12.6% | -47.4% | -39.7% |
| 1Y | -41.6% | +12.5% | -54.1% | -46.0% |
| 3Y | +13.8% | +44.2% | -30.4% | -9.7% |
| 5Y | +43.4% | +9.1% | +34.2% | +32.5% |
| 10Y | +268.8% | +111.8% | +157.0% | +134.8% |
| All | +291.5% | +115.9% | +175.6% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling