+2,338.1%
ORCL vs XLU
+651.1%
+1,687.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.7% |
| 7D | +3.8% | +0.5% | +3.3% | +3.5% |
| 30D | -6.6% | +5.3% | -11.8% | -9.5% |
| 3M | -11.4% | +1.2% | -12.6% | -12.1% |
| 6M | -33.3% | -1.6% | -31.7% | -33.3% |
| YTD | -33.3% | +4.8% | -38.0% | -36.2% |
| 1Y | -44.9% | +0.5% | -45.4% | -46.1% |
| 3Y | +17.6% | +58.9% | -41.3% | -13.2% |
| 5Y | +46.1% | +52.7% | -6.7% | +8.6% |
| 10Y | +277.8% | +161.0% | +116.8% | +94.2% |
| All | +2,338.1% | +651.1% | +1,687.0% | +532.5% |
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 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