+1,075.5%
XLI vs O
+2,350.8%
-1,275.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.1% |
| 7D | +3.8% | -0.4% | +4.1% | +3.9% |
| 30D | +1.0% | +7.1% | -6.1% | -1.6% |
| 3M | -8.9% | -5.2% | -3.7% | -7.2% |
| 6M | -2.3% | -1.8% | -0.5% | -2.0% |
| YTD | +9.7% | +9.1% | +0.6% | +5.6% |
| 1Y | +12.3% | +9.7% | +2.6% | +7.9% |
| 3Y | +71.5% | +39.1% | +32.3% | +48.9% |
| 5Y | +70.2% | +8.4% | +61.8% | +61.5% |
| 10Y | +227.5% | +80.2% | +147.3% | +146.4% |
| All | +1,075.5% | +2,350.8% | -1,275.3% | +232.7% |
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 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