+328.9%
ORCL vs XLY
+220.9%
+108.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.4% |
| 7D | -5.4% | -1.7% | -3.7% | -4.2% |
| 30D | -2.0% | -4.2% | +2.2% | +1.0% |
| 3M | -18.1% | -2.7% | -15.4% | -16.4% |
| 6M | -7.2% | -0.6% | -6.6% | -6.9% |
| YTD | -22.2% | -5.0% | -17.1% | -19.3% |
| 1Y | -50.6% | -4.1% | -46.5% | -49.2% |
| 3Y | +22.9% | +33.6% | -10.7% | +0.2% |
| 5Y | +79.3% | +28.7% | +50.5% | +46.6% |
| All | +328.9% | +220.9% | +108.0% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling