+368.8%
ORCL vs XLU
+136.4%
+232.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | 0.0% |
| 7D | +10.9% | +0.6% | +10.3% | +10.6% |
| 30D | +7.0% | -0.4% | +7.4% | +7.1% |
| 3M | -21.2% | -1.7% | -19.5% | -20.9% |
| 6M | +7.4% | -7.1% | +14.5% | +10.0% |
| YTD | -16.3% | +1.9% | -18.2% | -18.5% |
| 1Y | -32.3% | +6.1% | -38.4% | -35.5% |
| 3Y | +32.6% | +48.8% | -16.2% | +5.6% |
| 5Y | +93.1% | +43.8% | +49.3% | +55.0% |
| 10Y | +368.8% | +143.2% | +225.6% | +209.8% |
| All | +368.8% | +136.4% | +232.4% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 10y: compounded portfolio wealth divided by compounded XLU 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…
10y analysis · Full analysis span regression · 6 months rolling