+1,295.5%
ORCL vs XME
+242.3%
+1,053.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +5.3% | -0.1% | +5.4% | +5.3% |
| 30D | +10.0% | +6.0% | +4.0% | +7.5% |
| 3M | -32.6% | -7.7% | -24.9% | -30.6% |
| 6M | +4.9% | +1.0% | +4.0% | +4.4% |
| YTD | -17.8% | +14.6% | -32.4% | -22.1% |
| 1Y | -28.0% | +46.0% | -73.9% | -37.7% |
| 3Y | +36.0% | +127.0% | -91.0% | -0.2% |
| 5Y | +88.7% | +175.8% | -87.1% | +25.3% |
| 10Y | +346.9% | +414.6% | -67.7% | +119.1% |
| All | +1,295.5% | +242.3% | +1,053.2% | +579.1% |
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