+164.5%
XLB vs O
+49.9%
+114.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.4% |
| 7D | -2.9% | -2.3% | -0.7% | -2.0% |
| 30D | -3.4% | -2.4% | -0.9% | -2.4% |
| 3M | +1.6% | -0.6% | +2.2% | +1.7% |
| 6M | +3.6% | -5.0% | +8.6% | +5.6% |
| YTD | +14.2% | +10.4% | +3.9% | +9.3% |
| 1Y | +15.6% | +6.6% | +9.0% | +12.1% |
| 3Y | +33.1% | +28.4% | +4.7% | +18.2% |
| 5Y | +35.0% | +15.3% | +19.8% | +24.9% |
| 10Y | +164.5% | +55.3% | +109.2% | +120.2% |
| All | +164.5% | +49.9% | +114.6% | +120.2% |
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