+135.9%
XLU vs O
+54.0%
+81.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | -2.9% | +1.3% | -0.3% |
| 30D | -3.3% | -4.5% | +1.2% | -1.3% |
| 3M | -3.2% | -2.6% | -0.5% | -2.0% |
| 6M | -7.0% | -5.6% | -1.3% | -4.6% |
| YTD | +0.6% | +9.3% | -8.6% | -3.4% |
| 1Y | +2.4% | +4.3% | -1.9% | +0.3% |
| 3Y | +46.3% | +27.4% | +18.8% | +29.8% |
| 5Y | +44.0% | +17.1% | +26.9% | +32.1% |
| All | +135.9% | +54.0% | +81.8% | +90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling