-4.1%
XLY vs O
+5.4%
-9.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.7% | -2.9% | +1.2% | -1.4% |
| 30D | -4.2% | -4.5% | +0.3% | -3.7% |
| 3M | -2.7% | -2.6% | 0.0% | -2.4% |
| 6M | -0.6% | -5.6% | +5.0% | +0.1% |
| YTD | -5.0% | +9.3% | -14.3% | -8.3% |
| 1Y | -4.1% | +4.3% | -8.4% | -6.7% |
| All | -4.1% | +5.4% | -9.5% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling