+1,570.9%
QQQ vs XLE
+1,036.2%
+534.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.5% |
| 7D | +0.4% | +2.2% | -1.8% | -0.5% |
| 30D | +0.2% | +11.8% | -11.5% | -4.2% |
| 3M | -2.8% | +9.8% | -12.6% | -6.7% |
| 6M | +18.0% | +15.6% | +2.4% | +10.2% |
| YTD | +17.3% | +45.3% | -27.9% | -0.2% |
| 1Y | +25.6% | +48.3% | -22.7% | +5.7% |
| 3Y | +93.7% | +55.4% | +38.3% | +58.0% |
| 5Y | +94.2% | +216.1% | -121.9% | +14.4% |
| 10Y | +557.9% | +178.4% | +379.5% | +277.1% |
| All | +1,570.9% | +1,036.2% | +534.8% | +401.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling