+37.7%
XLC vs O
+13.2%
+24.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | +1.0% | -1.9% | +2.9% | +1.6% |
| 3M | -0.7% | +3.8% | -4.5% | -2.0% |
| 6M | -5.1% | -4.7% | -0.4% | -3.8% |
| YTD | -4.3% | +12.5% | -16.8% | -8.3% |
| 1Y | -0.6% | +10.8% | -11.4% | -4.4% |
| 3Y | +72.7% | +28.8% | +43.9% | +55.0% |
| All | +37.7% | +13.2% | +24.5% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling