+822.8%
XLB vs RF
+130.7%
+692.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.4% |
| 7D | -0.4% | -1.6% | +1.2% | 0.0% |
| 30D | +5.2% | +5.0% | +0.2% | +4.0% |
| 3M | -0.1% | -10.0% | +9.8% | +2.5% |
| 6M | +2.4% | +3.3% | -0.9% | +1.4% |
| YTD | +16.9% | +7.9% | +8.9% | +14.2% |
| 1Y | +25.0% | +21.2% | +3.8% | +18.7% |
| 3Y | +40.7% | +105.8% | -65.1% | +15.9% |
| 5Y | +31.6% | +43.7% | -12.1% | +16.6% |
| 10Y | +175.3% | +289.4% | -114.2% | +85.7% |
| All | +822.8% | +130.7% | +692.1% | +418.0% |
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