+117.5%
XLK vs O
+26.9%
+90.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.5% |
| 7D | -0.4% | -3.5% | +3.1% | -0.7% |
| 30D | -0.5% | -3.3% | +2.9% | -0.8% |
| 3M | +5.0% | -2.8% | +7.8% | +4.7% |
| 6M | +32.9% | -5.8% | +38.6% | +32.5% |
| YTD | +29.0% | +9.4% | +19.6% | +28.2% |
| 1Y | +37.8% | +5.7% | +32.2% | +37.2% |
| All | +117.5% | +26.9% | +90.7% | +114.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling