+65.0%
XLF vs O
+14.0%
+51.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -2.9% | -3.5% | +0.6% | -1.6% |
| 30D | -1.6% | -3.3% | +1.7% | -0.4% |
| 3M | +9.3% | -2.8% | +12.1% | +10.3% |
| 6M | +14.6% | -5.8% | +20.3% | +16.9% |
| YTD | +4.7% | +9.4% | -4.7% | +0.3% |
| 1Y | +8.6% | +5.7% | +3.0% | +5.5% |
| 3Y | +73.9% | +27.2% | +46.6% | +53.5% |
| 5Y | +65.0% | +17.2% | +47.8% | +53.7% |
| All | +65.0% | +14.0% | +51.0% | +53.7% |
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