+1,295.5%
ORCL vs XRT
+514.3%
+781.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.5% |
| 7D | +5.3% | +0.8% | +4.5% | +4.8% |
| 30D | +10.0% | -4.2% | +14.2% | +12.5% |
| 3M | -32.6% | +5.1% | -37.7% | -34.6% |
| 6M | +4.9% | +2.4% | +2.5% | +3.0% |
| YTD | -17.8% | +3.2% | -20.9% | -19.7% |
| 1Y | -28.0% | +1.5% | -29.5% | -29.3% |
| 3Y | +36.0% | +40.6% | -4.5% | +10.0% |
| 5Y | +88.7% | -1.0% | +89.7% | +78.4% |
| 10Y | +346.9% | +128.4% | +218.5% | +131.8% |
| All | +1,295.5% | +514.3% | +781.2% | +269.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling