+168.8%
XLB vs O
+82.5%
+86.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -1.6% | +0.6% | -2.2% | -1.9% |
| 30D | +7.2% | +9.4% | -2.2% | +3.2% |
| 3M | 0.0% | -2.4% | +2.4% | +1.0% |
| 6M | +2.3% | -1.9% | +4.2% | +2.8% |
| YTD | +18.4% | +10.5% | +8.0% | +13.1% |
| 1Y | +23.3% | +10.0% | +13.4% | +18.0% |
| 3Y | +45.2% | +40.5% | +4.7% | +23.9% |
| 5Y | +31.0% | +10.2% | +20.7% | +23.2% |
| 10Y | +168.8% | +82.5% | +86.3% | +117.3% |
| All | +168.8% | +82.5% | +86.3% | +117.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling