-32.3%
ORCL vs XLU
+6.9%
-39.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.9% |
| 7D | +10.9% | +0.6% | +10.3% | +11.1% |
| 30D | +7.0% | -0.4% | +7.4% | +6.9% |
| 3M | -21.2% | -1.7% | -19.5% | -22.0% |
| 6M | +7.4% | -7.1% | +14.5% | +7.1% |
| YTD | -16.3% | +1.9% | -18.2% | -24.5% |
| 1Y | -32.3% | +6.1% | -38.4% | -55.5% |
| All | -32.3% | +6.9% | -39.2% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling