+248.8%
XLF vs O
+54.0%
+194.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.5% | -2.9% | +1.4% | -0.3% |
| 30D | -1.2% | -4.5% | +3.4% | +0.8% |
| 3M | +9.2% | -2.6% | +11.8% | +10.2% |
| 6M | +16.3% | -5.6% | +22.0% | +18.8% |
| YTD | +5.4% | +9.3% | -3.8% | +0.9% |
| 1Y | +7.6% | +4.3% | +3.3% | +4.9% |
| 3Y | +74.2% | +27.4% | +46.8% | +53.6% |
| 5Y | +66.1% | +17.1% | +49.1% | +51.2% |
| All | +248.8% | +54.0% | +194.8% | +199.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling