+2,743.5%
ORCL vs XLY
+1,114.2%
+1,629.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.5% |
| 7D | -5.4% | -1.7% | -3.7% | -4.1% |
| 30D | -2.0% | -4.2% | +2.2% | +1.5% |
| 3M | -18.1% | -2.7% | -15.4% | -16.1% |
| 6M | -7.2% | -0.6% | -6.6% | -6.9% |
| YTD | -22.2% | -5.0% | -17.1% | -18.9% |
| 1Y | -50.6% | -4.1% | -46.5% | -49.0% |
| 3Y | +22.9% | +33.6% | -10.7% | -4.2% |
| 5Y | +79.3% | +28.7% | +50.5% | +38.0% |
| 10Y | +335.9% | +219.6% | +116.3% | +47.0% |
| All | +2,743.5% | +1,114.2% | +1,629.3% | +172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling