+661.5%
XLU vs D
+809.2%
-147.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.5% |
| 7D | +1.2% | -3.1% | +4.2% | +3.3% |
| 30D | +4.6% | +8.4% | -3.7% | -1.1% |
| 3M | +0.7% | +0.2% | +0.4% | +0.3% |
| 6M | -1.7% | +9.5% | -11.2% | -8.2% |
| YTD | +4.8% | +18.8% | -14.0% | -7.6% |
| 1Y | +0.2% | +14.7% | -14.5% | -9.6% |
| 3Y | +58.9% | +72.9% | -14.1% | +5.8% |
| 5Y | +52.8% | +13.1% | +39.7% | +34.9% |
| 10Y | +160.9% | +47.2% | +113.7% | +88.0% |
| All | +661.5% | +809.2% | -147.7% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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