+566.3%
XLP vs RF
+135.8%
+430.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.2% |
| 7D | +5.9% | +2.3% | +3.6% | +5.6% |
| 30D | +13.5% | +7.2% | +6.2% | +12.5% |
| 3M | +8.4% | -8.2% | +16.6% | +9.5% |
| 6M | +11.5% | +7.0% | +4.5% | +10.5% |
| YTD | +20.6% | +10.3% | +10.3% | +18.9% |
| 1Y | +24.3% | +25.1% | -0.8% | +20.6% |
| 3Y | +45.1% | +110.3% | -65.2% | +30.7% |
| 5Y | +44.6% | +47.1% | -2.5% | +34.5% |
| 10Y | +133.1% | +297.9% | -164.9% | +84.9% |
| All | +566.3% | +135.8% | +430.5% | +366.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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