+23.3%
XLB vs O
+10.9%
+12.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | +7.2% | +9.4% | -2.2% | +4.1% |
| 3M | 0.0% | -2.4% | +2.4% | +0.5% |
| 6M | +2.3% | -1.9% | +4.2% | +2.7% |
| YTD | +18.4% | +10.5% | +8.0% | +14.3% |
| 1Y | +23.3% | +10.0% | +13.4% | +19.0% |
| All | +23.3% | +10.9% | +12.4% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling