-31.1%
ORCL vs XME
+42.7%
-73.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +1.7% |
| 7D | +15.0% | +3.6% | +11.4% | +12.8% |
| 30D | +10.5% | +3.6% | +6.9% | +8.2% |
| 3M | -23.0% | +1.2% | -24.2% | -24.3% |
| 6M | +7.0% | +9.0% | -2.1% | +2.0% |
| YTD | -15.8% | +15.9% | -31.7% | -23.5% |
| 1Y | -31.1% | +43.2% | -74.3% | -56.6% |
| All | -31.1% | +42.7% | -73.8% | -56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling