+3.6%
GOOG vs XLE
+50.1%
-46.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.7% | +8.0% | +1.5% |
| 7D | -10.7% | -7.2% | -3.5% | -13.0% |
| 30D | -16.4% | +0.1% | -16.6% | -16.2% |
| 3M | -23.4% | +9.2% | -32.6% | -20.7% |
| 6M | -24.2% | +8.4% | -32.6% | -21.1% |
| YTD | -8.3% | +44.9% | -53.2% | -1.7% |
| 1Y | +3.6% | +49.9% | -46.3% | +14.0% |
| All | +3.6% | +50.1% | -46.5% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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