+41.4%
XLB vs RF
+105.6%
-64.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.2% |
| 7D | -0.4% | -1.6% | +1.2% | +0.2% |
| 30D | +5.2% | +5.0% | +0.2% | +3.5% |
| 3M | -0.1% | -10.0% | +9.8% | +3.5% |
| 6M | +2.4% | +3.3% | -0.9% | +0.9% |
| YTD | +16.9% | +7.9% | +8.9% | +12.8% |
| 1Y | +25.0% | +21.2% | +3.8% | +15.6% |
| All | +41.4% | +105.6% | -64.2% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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