+943.2%
XBI vs O
+695.5%
+247.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -0.9% | -0.6% | -0.3% | -0.7% |
| 30D | +2.9% | -2.0% | +4.9% | +3.6% |
| 3M | +26.2% | +3.0% | +23.2% | +24.7% |
| 6M | +30.7% | -3.6% | +34.4% | +32.0% |
| YTD | +32.9% | +12.1% | +20.9% | +27.4% |
| 1Y | +72.3% | +8.9% | +63.4% | +66.6% |
| 3Y | +107.2% | +30.3% | +76.9% | +87.6% |
| 5Y | +23.2% | +13.7% | +9.5% | +16.6% |
| 10Y | +158.5% | +50.3% | +108.3% | +112.2% |
| All | +943.2% | +695.5% | +247.7% | +333.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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