-49.5%
ORCL vs XLY
+3.2%
-52.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -5.2% |
| 7D | -14.4% | +6.1% | -20.5% | -18.6% |
| 30D | -12.8% | +10.8% | -23.6% | -20.1% |
| 3M | -14.8% | +3.6% | -18.4% | -17.6% |
| 6M | -30.9% | +4.4% | -35.2% | -33.7% |
| YTD | -35.7% | +3.1% | -38.8% | -37.7% |
| 1Y | -49.5% | +3.6% | -53.0% | -51.2% |
| All | -49.5% | +3.2% | -52.6% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling