+11,830.0%
GOOG vs XLE
+670.4%
+11,159.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.0% |
| 7D | +4.8% | +4.4% | +0.4% | +3.1% |
| 30D | -15.5% | -4.3% | -11.2% | -14.3% |
| 3M | -13.7% | +6.0% | -19.7% | -16.1% |
| 6M | -23.0% | +13.2% | -36.2% | -27.4% |
| YTD | -5.7% | +46.7% | -52.4% | -20.6% |
| 1Y | +3.0% | +46.6% | -43.6% | -13.4% |
| 3Y | +122.4% | +69.6% | +52.8% | +73.6% |
| 5Y | +99.2% | +166.5% | -67.3% | +23.8% |
| 10Y | +690.8% | +178.0% | +512.8% | +346.4% |
| All | +11,830.0% | +670.4% | +11,159.7% | +4,917.2% |
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