+148.7%
XLK vs O
+15.7%
+133.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.2% | -2.9% | +3.1% | +0.9% |
| 30D | -0.6% | -4.5% | +3.9% | +0.4% |
| 3M | +2.6% | -2.6% | +5.2% | +2.8% |
| 6M | +34.0% | -5.6% | +39.6% | +35.3% |
| YTD | +30.7% | +9.3% | +21.4% | +25.7% |
| 1Y | +39.2% | +4.3% | +34.9% | +35.8% |
| 3Y | +120.4% | +27.4% | +93.0% | +94.2% |
| All | +148.7% | +15.7% | +133.0% | +132.9% |
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