+42.7%
XLP vs O
+10.9%
+31.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.9% |
| 7D | +3.5% | +4.5% | -1.0% | +1.7% |
| 30D | +11.6% | +10.2% | +1.4% | +7.3% |
| 3M | +7.6% | -3.8% | +11.4% | +9.2% |
| 6M | +10.0% | -3.8% | +13.9% | +11.6% |
| YTD | +19.7% | +10.3% | +9.4% | +15.2% |
| 1Y | +23.5% | +11.9% | +11.6% | +18.2% |
| 3Y | +44.0% | +38.1% | +5.8% | +26.6% |
| 5Y | +42.7% | +11.1% | +31.6% | +36.7% |
| All | +42.7% | +10.9% | +31.8% | +36.7% |
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 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