0.0%
XLB vs O
-4.6%
+4.5%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | -1.5% | +3.7% | -5.2% | -2.7% |
| 30D | +6.1% | +11.2% | -5.1% | +2.6% |
| 3M | 0.0% | -4.0% | +4.0% | +0.6% |
| 6M | 0.0% | -5.2% | +5.2% | +2.0% |
| All | 0.0% | -4.6% | +4.5% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling