+96.2%
QQQ vs XLE
+55.7%
+40.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | -0.6% | +12.6% | -13.3% | -2.9% |
| 3M | +0.4% | +11.8% | -11.4% | -1.8% |
| 6M | +20.1% | +16.1% | +4.0% | +15.4% |
| YTD | +17.2% | +46.9% | -29.7% | +4.1% |
| 1Y | +24.7% | +53.3% | -28.6% | +8.8% |
| 3Y | +96.2% | +54.9% | +41.3% | +67.6% |
| All | +96.2% | +55.7% | +40.5% | +67.6% |
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