+692.8%
GOOGL vs XLE
+181.7%
+511.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | +3.9% | +5.4% | -1.6% | +2.3% |
| 30D | -14.9% | -3.9% | -11.0% | -14.1% |
| 3M | -14.6% | +7.0% | -21.6% | -16.6% |
| 6M | -26.4% | +14.2% | -40.7% | -29.9% |
| YTD | -5.3% | +48.2% | -53.5% | -17.6% |
| 1Y | +6.5% | +47.7% | -41.2% | -7.4% |
| 3Y | +126.0% | +70.0% | +56.0% | +85.4% |
| 5Y | +100.8% | +169.1% | -68.3% | +36.1% |
| All | +692.8% | +181.7% | +511.1% | +436.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling