+422.3%
XLF vs D
+786.7%
-364.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.1% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +0.2% | -3.6% | +3.7% | +1.9% |
| 3M | +11.7% | -1.0% | +12.7% | +12.1% |
| 6M | +13.8% | +6.3% | +7.5% | +9.6% |
| YTD | +7.0% | +14.7% | -7.7% | -1.1% |
| 1Y | +9.1% | +16.9% | -7.8% | -0.4% |
| 3Y | +75.6% | +56.8% | +18.8% | +33.9% |
| 5Y | +66.4% | +5.2% | +61.2% | +53.5% |
| 10Y | +250.3% | +35.9% | +214.4% | +165.6% |
| All | +422.3% | +786.7% | -364.4% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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