+234.9%
XLY vs P
+494.9%
-260.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | -0.5% | +7.8% | -8.4% | -2.0% |
| 30D | -4.9% | +12.3% | -17.2% | -7.7% |
| 3M | -1.0% | +37.1% | -38.1% | -8.3% |
| 6M | 0.0% | +66.1% | -66.1% | -12.1% |
| YTD | -4.2% | +50.9% | -55.1% | -14.8% |
| 1Y | -2.7% | +27.2% | -29.9% | -12.0% |
| 3Y | +38.4% | +158.7% | -120.2% | +0.3% |
| 5Y | +28.9% | +291.1% | -262.2% | -16.7% |
| 10Y | +214.7% | +715.0% | -500.2% | +71.8% |
| All | +234.9% | +494.9% | -260.0% | +81.9% |
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