+246.0%
ORCL vs XRT
+147.6%
+98.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -6.5% | +4.1% | -10.6% | -8.2% |
| 30D | -16.6% | +9.9% | -26.5% | -20.2% |
| 3M | -21.6% | +2.3% | -23.9% | -22.7% |
| 6M | -39.4% | +9.6% | -48.9% | -42.1% |
| YTD | -38.7% | +9.1% | -47.8% | -41.5% |
| 1Y | -50.4% | +16.2% | -66.6% | -54.0% |
| 3Y | +8.1% | +60.1% | -52.0% | -13.7% |
| 5Y | +34.5% | -0.5% | +35.0% | +28.5% |
| 10Y | +246.0% | +145.1% | +100.9% | +90.8% |
| All | +246.0% | +147.6% | +98.5% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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