+506.0%
JPM vs XLE
+167.3%
+338.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.7% | +2.0% |
| 7D | +0.4% | -7.9% | +8.3% | +4.8% |
| 30D | +2.7% | -4.8% | +7.6% | +5.1% |
| 3M | -3.8% | +8.4% | -12.2% | -8.7% |
| 6M | +14.3% | +12.7% | +1.6% | +5.5% |
| YTD | +8.2% | +41.3% | -33.1% | -13.2% |
| 1Y | +11.0% | +42.3% | -31.3% | -11.5% |
| 3Y | +152.7% | +65.1% | +87.6% | +82.6% |
| 5Y | +130.8% | +150.2% | -19.4% | +21.4% |
| 10Y | +506.0% | +163.9% | +342.1% | +167.0% |
| All | +506.0% | +167.3% | +338.7% | +167.0% |
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