+13,444.1%
GOOG vs XLE
+662.6%
+12,781.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.7% |
| 7D | -2.1% | +2.2% | -4.3% | -3.0% |
| 30D | -6.8% | +11.8% | -18.6% | -10.9% |
| 3M | -9.1% | +9.8% | -18.9% | -12.8% |
| 6M | +10.7% | +15.6% | -4.9% | +3.3% |
| YTD | +7.1% | +45.3% | -38.2% | -9.1% |
| 1Y | +44.6% | +48.3% | -3.7% | +21.5% |
| 3Y | +147.4% | +55.4% | +92.0% | +100.5% |
| 5Y | +133.8% | +216.1% | -82.3% | +35.1% |
| 10Y | +777.5% | +178.4% | +599.1% | +396.3% |
| All | +13,444.1% | +662.6% | +12,781.5% | +5,646.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling