-50.4%
ORCL vs XRT
+15.8%
-66.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -6.5% | +4.1% | -10.6% | -7.0% |
| 30D | -16.6% | +9.9% | -26.5% | -18.3% |
| 3M | -21.6% | +2.3% | -23.9% | -21.8% |
| 6M | -39.4% | +9.6% | -48.9% | -40.8% |
| YTD | -38.7% | +9.1% | -47.8% | -40.5% |
| 1Y | -50.4% | +16.2% | -66.6% | -51.5% |
| All | -50.4% | +15.8% | -66.1% | -51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling