+221.6%
JNJ vs XLE
+181.7%
+39.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | +3.5% | +5.4% | -2.0% | +2.5% |
| 30D | +12.5% | -3.9% | +16.5% | +13.2% |
| 3M | +9.6% | +7.0% | +2.5% | +8.1% |
| 6M | +25.3% | +14.2% | +11.1% | +22.1% |
| YTD | +40.3% | +48.2% | -7.9% | +30.3% |
| 1Y | +49.6% | +47.7% | +2.0% | +39.0% |
| 3Y | +110.8% | +70.0% | +40.8% | +89.2% |
| 5Y | +99.1% | +169.1% | -70.0% | +59.0% |
| All | +221.6% | +181.7% | +39.9% | +142.2% |
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