+363.4%
ORCL vs XOP
+52.0%
+311.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.0% |
| 7D | +15.0% | +0.6% | +14.4% | +14.8% |
| 30D | +10.5% | +16.5% | -6.0% | +7.0% |
| 3M | -23.0% | +15.7% | -38.7% | -25.6% |
| 6M | +7.0% | +19.2% | -12.2% | +2.3% |
| YTD | -15.8% | +55.0% | -70.8% | -24.1% |
| 1Y | -31.1% | +54.2% | -85.3% | -37.8% |
| 3Y | +33.3% | +35.9% | -2.6% | +22.1% |
| 5Y | +94.3% | +162.4% | -68.1% | +52.4% |
| 10Y | +363.4% | +50.2% | +313.2% | +253.0% |
| All | +363.4% | +52.0% | +311.4% | +253.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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