+2,175.0%
ORCL vs XLU
+650.6%
+1,524.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.6% | +2.3% |
| 7D | +0.5% | +0.3% | +0.2% | +0.3% |
| 30D | -15.3% | +5.7% | -21.0% | -18.2% |
| 3M | -18.2% | +1.2% | -19.4% | -18.9% |
| 6M | -38.4% | -0.7% | -37.7% | -38.8% |
| YTD | -37.7% | +4.7% | -42.4% | -40.5% |
| 1Y | -49.3% | +0.4% | -49.7% | -50.4% |
| 3Y | +10.6% | +59.6% | -49.0% | -18.6% |
| 5Y | +35.5% | +52.9% | -17.4% | +0.7% |
| 10Y | +251.6% | +153.5% | +98.1% | +84.1% |
| All | +2,175.0% | +650.6% | +1,524.4% | +490.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling