+34.5%
XLB vs O
+30.3%
+4.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -0.2% | -0.6% | +0.3% | -0.1% |
| 30D | -1.7% | -2.0% | +0.2% | -1.1% |
| 3M | +4.4% | +3.0% | +1.3% | +3.1% |
| 6M | +5.0% | -3.6% | +8.7% | +6.3% |
| YTD | +15.5% | +12.1% | +3.4% | +10.4% |
| 1Y | +14.9% | +8.9% | +6.0% | +11.0% |
| 3Y | +34.5% | +30.3% | +4.2% | +22.4% |
| All | +34.5% | +30.3% | +4.3% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling