+10.6%
ORCL vs XLU
+57.2%
-46.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.6% | +2.8% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -15.3% | +5.7% | -21.0% | -16.5% |
| 3M | -18.2% | +1.2% | -19.4% | -18.7% |
| 6M | -38.4% | -0.7% | -37.7% | -38.8% |
| YTD | -37.7% | +4.7% | -42.4% | -40.4% |
| 1Y | -49.3% | +0.4% | -49.7% | -50.4% |
| 3Y | +10.6% | +59.6% | -49.0% | -2.6% |
| All | +10.6% | +57.2% | -46.6% | -2.6% |
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