+1,117.4%
XLI vs O
+2,427.4%
-1,309.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -1.1% | -0.7% | -0.3% | -0.8% |
| 30D | -5.9% | -1.9% | -4.1% | -5.3% |
| 3M | -0.3% | +3.8% | -4.1% | -1.9% |
| 6M | +0.1% | -4.7% | +4.9% | +1.7% |
| YTD | +13.6% | +12.5% | +1.1% | +8.3% |
| 1Y | +17.2% | +10.8% | +6.4% | +12.2% |
| 3Y | +68.2% | +28.8% | +39.4% | +50.3% |
| 5Y | +80.7% | +13.2% | +67.5% | +68.8% |
| 10Y | +253.3% | +53.5% | +199.8% | +181.0% |
| All | +1,117.4% | +2,427.4% | -1,309.9% | +241.0% |
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