+640.9%
XLU vs O
+2,380.3%
-1,739.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | +0.6% | -2.3% | +2.9% | +1.4% |
| 30D | -0.4% | -2.4% | +2.0% | +0.3% |
| 3M | -1.7% | -0.6% | -1.2% | -1.6% |
| 6M | -7.1% | -5.0% | -2.1% | -5.6% |
| YTD | +1.9% | +10.4% | -8.4% | -1.3% |
| 1Y | +6.1% | +6.6% | -0.4% | +3.9% |
| 3Y | +48.8% | +28.4% | +20.4% | +36.7% |
| 5Y | +43.8% | +15.3% | +28.5% | +36.4% |
| 10Y | +143.2% | +55.3% | +87.9% | +105.2% |
| All | +640.9% | +2,380.3% | -1,739.4% | +213.3% |
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