+82.5%
JNJ vs XLE
+55.7%
+26.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.3% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +4.3% | +12.6% | -8.3% | +3.1% |
| 3M | +16.5% | +11.8% | +4.7% | +15.0% |
| 6M | +13.1% | +16.1% | -2.9% | +11.2% |
| YTD | +32.1% | +46.9% | -14.7% | +26.7% |
| 1Y | +54.5% | +53.3% | +1.2% | +47.4% |
| 3Y | +82.5% | +54.9% | +27.6% | +69.1% |
| All | +82.5% | +55.7% | +26.8% | +69.1% |
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