+149.6%
GOOGL vs XLE
+54.7%
+94.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | 0.0% | +1.7% | -1.7% | -0.1% |
| 30D | -1.4% | +6.7% | -8.1% | -1.9% |
| 3M | -5.3% | +14.9% | -20.2% | -6.4% |
| 6M | +9.8% | +15.9% | -6.1% | +7.7% |
| YTD | +8.4% | +47.7% | -39.3% | +0.4% |
| 1Y | +41.2% | +50.7% | -9.5% | +30.0% |
| 3Y | +149.6% | +57.9% | +91.7% | +124.0% |
| All | +149.6% | +54.7% | +94.9% | +124.0% |
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 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