+1,127.6%
XLY vs RF
+147.1%
+980.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -2.0% | +1.3% | -3.3% | -2.3% |
| 30D | -3.1% | -3.6% | +0.5% | -2.3% |
| 3M | -1.8% | +8.1% | -9.9% | -3.8% |
| 6M | -0.9% | +11.5% | -12.3% | -3.8% |
| YTD | -3.4% | +15.6% | -19.0% | -7.2% |
| 1Y | -1.5% | +15.7% | -17.2% | -5.6% |
| 3Y | +38.8% | +86.9% | -48.1% | +16.6% |
| 5Y | +30.5% | +89.8% | -59.3% | +8.1% |
| 10Y | +215.3% | +344.7% | -129.4% | +100.8% |
| All | +1,127.6% | +147.1% | +980.5% | +521.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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