+94.3%
ORCL vs XLU
+47.4%
+46.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.1% |
| 7D | +15.0% | +2.1% | +12.9% | +14.3% |
| 30D | +10.5% | -0.4% | +10.9% | +10.6% |
| 3M | -23.0% | +0.5% | -23.5% | -23.5% |
| 6M | +7.0% | -5.8% | +12.8% | +8.4% |
| YTD | -15.8% | +3.1% | -19.0% | -18.3% |
| 1Y | -31.1% | +8.1% | -39.2% | -34.6% |
| 3Y | +33.3% | +50.5% | -17.2% | +10.9% |
| 5Y | +94.3% | +44.7% | +49.6% | +68.3% |
| All | +94.3% | +47.4% | +46.9% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling