+592.1%
JPM vs XLE
+175.5%
+416.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -0.4% | +0.3% | -0.7% | -0.6% |
| 30D | -1.4% | +8.5% | -9.9% | -5.8% |
| 3M | +13.9% | +14.6% | -0.7% | +5.1% |
| 6M | +23.5% | +17.6% | +6.0% | +11.3% |
| YTD | +11.6% | +48.1% | -36.4% | -12.2% |
| 1Y | +21.4% | +53.8% | -32.4% | -6.9% |
| 3Y | +163.4% | +56.2% | +107.2% | +97.6% |
| 5Y | +152.5% | +227.7% | -75.2% | +12.2% |
| 10Y | +592.1% | +181.3% | +410.8% | +194.8% |
| All | +592.1% | +175.5% | +416.6% | +194.8% |
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