+915.9%
ORCL vs XRT
+540.1%
+375.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.8% | -4.1% | -5.4% |
| 7D | -17.5% | +2.3% | -19.8% | -18.7% |
| 30D | -20.2% | +9.8% | -29.9% | -24.5% |
| 3M | -19.9% | -0.2% | -19.8% | -20.3% |
| 6M | -37.4% | +8.4% | -45.8% | -40.7% |
| YTD | -40.1% | +7.5% | -47.6% | -43.1% |
| 1Y | -53.4% | +13.2% | -66.5% | -57.0% |
| 3Y | +10.4% | +52.0% | -41.6% | -14.8% |
| 5Y | +29.8% | -3.2% | +32.9% | +24.1% |
| 10Y | +249.2% | +157.1% | +92.1% | +67.7% |
| All | +915.9% | +540.1% | +375.8% | +161.5% |
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 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