+30.6%
ORCL vs XRT
-5.3%
+35.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.5% |
| 7D | -11.2% | +0.9% | -12.0% | -11.7% |
| 30D | -18.8% | +7.9% | -26.8% | -21.7% |
| 3M | -18.8% | -0.2% | -18.6% | -19.0% |
| 6M | -39.7% | +5.6% | -45.3% | -41.6% |
| YTD | -39.6% | +5.7% | -45.3% | -41.6% |
| 1Y | -51.7% | +14.6% | -66.3% | -55.0% |
| 3Y | +10.2% | +50.7% | -40.4% | -9.7% |
| All | +30.6% | -5.3% | +35.9% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling