+128.8%
GOOG vs XLE
+230.6%
-101.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | -7.7% | +8.5% | -16.2% | -8.9% |
| 3M | -9.3% | +14.6% | -23.9% | -11.5% |
| 6M | +7.4% | +17.6% | -10.1% | +3.8% |
| YTD | +4.9% | +48.1% | -43.2% | -4.0% |
| 1Y | +37.2% | +53.8% | -16.6% | +24.4% |
| 3Y | +141.6% | +56.2% | +85.4% | +115.8% |
| 5Y | +128.8% | +227.7% | -99.0% | +69.3% |
| All | +128.8% | +230.6% | -101.9% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling