+816.1%
XLB vs O
+2,359.9%
-1,543.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.4% |
| 7D | -1.5% | +3.7% | -5.2% | -2.9% |
| 30D | +6.1% | +11.2% | -5.1% | +1.7% |
| 3M | 0.0% | -4.0% | +4.0% | +1.5% |
| 6M | 0.0% | -5.2% | +5.2% | +1.8% |
| YTD | +16.0% | +9.5% | +6.5% | +11.6% |
| 1Y | +24.7% | +10.6% | +14.1% | +19.5% |
| 3Y | +40.4% | +38.1% | +2.2% | +22.3% |
| 5Y | +30.7% | +10.2% | +20.4% | +23.6% |
| 10Y | +173.3% | +71.4% | +101.9% | +107.2% |
| All | +816.1% | +2,359.9% | -1,543.8% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling