+429.4%
XLF vs O
+2,350.8%
-1,921.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +2.7% | -0.4% | +3.0% | +2.9% |
| 30D | +7.6% | +7.1% | +0.5% | +3.3% |
| 3M | +1.1% | -5.2% | +6.3% | +4.2% |
| 6M | +15.9% | -1.8% | +17.7% | +16.6% |
| YTD | +8.4% | +9.1% | -0.6% | +2.1% |
| 1Y | +12.5% | +9.7% | +2.8% | +5.5% |
| 3Y | +81.6% | +39.1% | +42.4% | +44.9% |
| 5Y | +59.3% | +8.4% | +50.9% | +45.5% |
| 10Y | +225.4% | +80.2% | +145.3% | +95.4% |
| All | +429.4% | +2,350.8% | -1,921.4% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling