+561.3%
XLP vs O
+2,379.1%
-1,817.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.9% |
| 7D | +3.5% | +4.5% | -1.0% | +2.4% |
| 30D | +11.6% | +10.2% | +1.4% | +9.1% |
| 3M | +7.6% | -3.8% | +11.4% | +8.6% |
| 6M | +10.0% | -3.8% | +13.9% | +11.0% |
| YTD | +19.7% | +10.3% | +9.4% | +17.0% |
| 1Y | +23.5% | +11.9% | +11.6% | +20.3% |
| 3Y | +44.0% | +38.1% | +5.8% | +33.3% |
| 5Y | +42.7% | +11.1% | +31.6% | +38.1% |
| 10Y | +131.3% | +72.7% | +58.6% | +97.5% |
| All | +561.3% | +2,379.1% | -1,817.8% | +248.6% |
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 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