+956.7%
ORCL vs XME
+184.7%
+772.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.5% | -2.3% | +1.1% |
| 7D | +0.5% | +0.9% | -0.5% | +0.1% |
| 30D | -15.3% | -7.3% | -8.0% | -12.7% |
| 3M | -18.2% | -14.8% | -3.5% | -13.0% |
| 6M | -38.4% | -18.4% | -20.0% | -33.4% |
| YTD | -37.7% | -4.7% | -33.1% | -36.7% |
| 1Y | -49.3% | +5.7% | -55.0% | -50.4% |
| 3Y | +10.6% | +104.0% | -93.3% | -15.0% |
| 5Y | +35.5% | +122.4% | -86.9% | -2.0% |
| 10Y | +251.6% | +285.4% | -33.8% | +93.1% |
| All | +956.7% | +184.7% | +772.0% | +452.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling