+201.2%
XLB vs P
+469.1%
-267.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.3% | -1.2% |
| 7D | -1.5% | -23.8% | +22.3% | +2.0% |
| 30D | +6.1% | -36.6% | +42.7% | +12.5% |
| 3M | 0.0% | +10.9% | -10.8% | -3.2% |
| 6M | 0.0% | +30.0% | -30.0% | -6.8% |
| YTD | +16.0% | +44.4% | -28.4% | +5.6% |
| 1Y | +24.7% | +3.9% | +20.8% | +18.3% |
| 3Y | +40.4% | +176.6% | -136.2% | +6.0% |
| 5Y | +30.7% | +249.3% | -218.6% | -8.1% |
| 10Y | +173.3% | +726.9% | -553.7% | +59.6% |
| All | +201.2% | +469.1% | -267.9% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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