+146.8%
GOOG vs XLE
+55.7%
+91.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -5.1% | +12.6% | -17.7% | -6.0% |
| 3M | -7.1% | +11.8% | -18.9% | -7.9% |
| 6M | +12.7% | +16.1% | -3.4% | +10.3% |
| YTD | +7.1% | +46.9% | -39.8% | -0.9% |
| 1Y | +43.6% | +53.3% | -9.7% | +31.3% |
| 3Y | +146.8% | +54.9% | +91.8% | +120.8% |
| All | +146.8% | +55.7% | +91.1% | +120.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling