+665.5%
XLU vs D
+811.2%
-145.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.1% | -1.4% | +3.5% | +3.0% |
| 30D | +5.6% | +7.7% | -2.2% | +0.2% |
| 3M | +0.7% | -0.3% | +1.0% | +0.7% |
| 6M | -0.1% | +10.1% | -10.1% | -7.0% |
| YTD | +5.3% | +19.1% | -13.8% | -7.2% |
| 1Y | +2.2% | +15.9% | -13.7% | -8.5% |
| 3Y | +61.6% | +75.0% | -13.4% | +6.8% |
| 5Y | +53.6% | +13.4% | +40.2% | +35.4% |
| 10Y | +162.3% | +47.5% | +114.8% | +88.7% |
| All | +665.5% | +811.2% | -145.7% | +87.4% |
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