+25.0%
ORCL vs XLY
+34.0%
-8.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -4.9% | -5.0% |
| 7D | -0.7% | -3.9% | +3.1% | +2.4% |
| 30D | +5.1% | -6.1% | +11.2% | +10.5% |
| 3M | -23.7% | -1.2% | -22.6% | -23.0% |
| 6M | +3.1% | -1.8% | +4.9% | +4.3% |
| YTD | -20.8% | -5.9% | -14.9% | -17.0% |
| 1Y | -52.9% | -3.1% | -49.8% | -51.8% |
| All | +25.0% | +34.0% | -8.9% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling