+251.6%
ORCL vs XME
+294.4%
-42.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.5% | -2.3% | +1.0% |
| 7D | +0.5% | +0.9% | -0.5% | +0.1% |
| 30D | -15.3% | -7.3% | -8.0% | -12.5% |
| 3M | -18.2% | -14.8% | -3.5% | -12.7% |
| 6M | -38.4% | -18.4% | -20.0% | -33.2% |
| YTD | -37.7% | -4.7% | -33.1% | -36.5% |
| 1Y | -49.3% | +5.7% | -55.0% | -50.3% |
| 3Y | +10.6% | +104.0% | -93.3% | -14.7% |
| 5Y | +35.5% | +122.4% | -86.9% | -1.1% |
| 10Y | +251.6% | +285.4% | -33.8% | +92.0% |
| All | +251.6% | +294.4% | -42.8% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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