+247.2%
ORCL vs XLU
+159.9%
+87.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -6.5% | +0.7% | -7.2% | -6.8% |
| 30D | -16.6% | +5.6% | -22.2% | -18.8% |
| 3M | -21.6% | +2.1% | -23.7% | -22.5% |
| 6M | -39.4% | -0.9% | -38.5% | -39.6% |
| YTD | -38.7% | +4.6% | -43.2% | -41.0% |
| 1Y | -50.4% | +0.3% | -50.7% | -51.3% |
| 3Y | +8.1% | +58.6% | -50.5% | -16.8% |
| 5Y | +34.5% | +51.5% | -16.9% | +4.9% |
| All | +247.2% | +159.9% | +87.2% | +124.3% |
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