+155.3%
JPM vs XLE
+217.6%
-62.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | +0.3% | +2.2% | -1.9% | -0.5% |
| 30D | -0.2% | +11.8% | -11.9% | -4.2% |
| 3M | +15.9% | +9.8% | +6.1% | +11.7% |
| 6M | +20.9% | +15.6% | +5.4% | +13.6% |
| YTD | +12.9% | +45.3% | -32.4% | -3.7% |
| 1Y | +20.3% | +48.3% | -28.0% | +1.5% |
| 3Y | +160.9% | +55.4% | +105.5% | +114.9% |
| All | +155.3% | +217.6% | -62.3% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling