+208.3%
JNJ vs XLE
+165.3%
+43.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +5.5% | -6.7% | +12.2% | +6.7% |
| 30D | +7.4% | -4.4% | +11.8% | +8.1% |
| 3M | +7.8% | +4.0% | +3.8% | +6.8% |
| 6M | +28.2% | +13.2% | +15.1% | +25.1% |
| YTD | +37.9% | +41.9% | -4.0% | +29.0% |
| 1Y | +52.4% | +41.6% | +10.7% | +42.6% |
| 3Y | +107.7% | +64.0% | +43.7% | +87.5% |
| 5Y | +96.5% | +158.1% | -61.6% | +58.0% |
| 10Y | +208.3% | +163.9% | +44.3% | +132.9% |
| All | +208.3% | +165.3% | +43.0% | +132.9% |
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 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