+30.2%
ORCL vs XLU
+50.3%
-20.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +5.3% | +0.8% | +4.4% | +5.1% |
| 30D | +10.0% | -1.3% | +11.3% | +10.2% |
| 3M | -32.6% | -1.3% | -31.3% | -32.7% |
| 6M | +4.9% | -7.6% | +12.6% | +6.8% |
| YTD | -17.8% | +2.3% | -20.0% | -20.4% |
| 1Y | -28.0% | +5.8% | -33.8% | -31.5% |
| All | +30.2% | +50.3% | -20.1% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling