+11,453.7%
GOOGL vs XLE
+645.0%
+10,808.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +2.6% | -6.7% | +9.3% | +5.2% |
| 30D | -18.3% | -4.4% | -13.9% | -17.1% |
| 3M | -19.6% | +4.0% | -23.6% | -21.2% |
| 6M | -28.2% | +13.2% | -41.4% | -32.4% |
| YTD | -8.0% | +41.9% | -49.9% | -21.6% |
| 1Y | -0.7% | +41.6% | -42.3% | -15.4% |
| 3Y | +118.8% | +64.0% | +54.8% | +72.9% |
| 5Y | +98.9% | +158.1% | -59.3% | +25.1% |
| 10Y | +643.6% | +163.9% | +479.7% | +328.9% |
| All | +11,453.7% | +645.0% | +10,808.7% | +4,821.9% |
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