+73.6%
XLC vs O
+31.6%
+41.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | +1.0% | -1.9% | +2.9% | +1.3% |
| 3M | -0.7% | +3.8% | -4.5% | -1.2% |
| 6M | -5.1% | -4.7% | -0.4% | -4.5% |
| YTD | -4.3% | +12.5% | -16.8% | -6.0% |
| 1Y | -0.6% | +10.8% | -11.4% | -2.2% |
| All | +73.6% | +31.6% | +41.9% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling