+80.9%
XLI vs O
+12.6%
+68.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | -0.6% | -2.3% | +1.7% | +0.3% |
| 30D | -6.9% | -2.4% | -4.5% | -6.1% |
| 3M | -1.9% | -0.6% | -1.3% | -2.0% |
| 6M | +1.0% | -5.0% | +6.0% | +2.7% |
| YTD | +11.3% | +10.4% | +0.9% | +6.6% |
| 1Y | +15.8% | +6.6% | +9.3% | +12.3% |
| 3Y | +69.8% | +28.4% | +41.4% | +49.8% |
| 5Y | +80.9% | +15.3% | +65.6% | +68.5% |
| All | +80.9% | +12.6% | +68.3% | +68.5% |
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 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