+816.1%
XLB vs RF
+129.9%
+686.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -1.5% | -0.9% | -0.6% | -1.3% |
| 30D | +6.1% | +6.0% | 0.0% | +4.5% |
| 3M | 0.0% | -8.9% | +8.9% | +2.3% |
| 6M | 0.0% | +2.3% | -2.4% | -0.8% |
| YTD | +16.0% | +7.6% | +8.5% | +13.5% |
| 1Y | +24.7% | +21.2% | +3.6% | +18.4% |
| 3Y | +40.4% | +108.5% | -68.2% | +15.3% |
| 5Y | +30.7% | +43.2% | -12.6% | +15.9% |
| 10Y | +173.3% | +288.1% | -114.8% | +84.5% |
| All | +816.1% | +129.9% | +686.2% | +414.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling