+10.6%
ORCL vs XME
+101.1%
-90.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.5% | -2.3% | -0.1% |
| 7D | +0.5% | +0.9% | -0.5% | -0.1% |
| 30D | -15.3% | -7.3% | -8.0% | -11.3% |
| 3M | -18.2% | -14.8% | -3.5% | -10.2% |
| 6M | -38.4% | -18.4% | -20.0% | -31.0% |
| YTD | -37.7% | -4.7% | -33.1% | -36.6% |
| 1Y | -49.3% | +5.7% | -55.0% | -51.5% |
| 3Y | +10.6% | +104.0% | -93.3% | -29.2% |
| All | +10.6% | +101.1% | -90.4% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling