+16.5%
ORCL vs XRT
+61.0%
-44.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.8% |
| 7D | +3.8% | -1.4% | +5.2% | +4.5% |
| 30D | -6.6% | +9.8% | -16.3% | -10.7% |
| 3M | -11.4% | +3.3% | -14.7% | -13.0% |
| 6M | -33.3% | +13.6% | -46.9% | -37.7% |
| YTD | -33.3% | +9.1% | -42.3% | -36.5% |
| 1Y | -44.9% | +15.1% | -60.0% | -49.1% |
| All | +16.5% | +61.0% | -44.5% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling