+193.4%
JNJ vs XLE
+181.6%
+11.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -4.3% | +0.5% | -4.8% | -4.4% |
| 30D | +3.0% | +6.6% | -3.5% | +1.9% |
| 3M | +12.2% | +12.3% | 0.0% | +9.9% |
| 6M | +10.5% | +18.4% | -7.9% | +7.0% |
| YTD | +30.8% | +47.2% | -16.5% | +21.8% |
| 1Y | +54.9% | +50.3% | +4.7% | +43.7% |
| 3Y | +80.7% | +55.3% | +25.3% | +65.0% |
| 5Y | +83.4% | +226.0% | -142.5% | +40.0% |
| All | +193.4% | +181.6% | +11.7% | +118.7% |
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