+186.5%
XLU vs P
+535.2%
-348.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.6% |
| 7D | +2.1% | +11.6% | -9.5% | +1.4% |
| 30D | +5.6% | -23.7% | +29.2% | +7.0% |
| 3M | +0.7% | -8.0% | +8.7% | +0.7% |
| 6M | -0.1% | +27.9% | -28.0% | -2.6% |
| YTD | +5.3% | +61.2% | -55.8% | +0.7% |
| 1Y | +2.2% | +28.6% | -26.5% | -1.3% |
| 3Y | +61.6% | +200.5% | -138.9% | +43.1% |
| 5Y | +53.6% | +282.9% | -229.4% | +31.1% |
| 10Y | +162.3% | +665.9% | -503.6% | +103.8% |
| All | +186.5% | +535.2% | -348.7% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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