-6.4%
T vs XLE
+50.1%
-56.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.7% | +6.8% | +3.1% |
| 7D | +5.5% | -7.2% | +12.7% | +7.1% |
| 30D | -8.9% | +0.1% | -9.0% | -9.7% |
| 3M | -5.6% | +9.2% | -14.8% | -8.8% |
| 6M | -14.3% | +8.4% | -22.6% | -17.6% |
| YTD | -7.9% | +44.9% | -52.8% | -17.2% |
| 1Y | -6.4% | +49.9% | -56.3% | -16.0% |
| All | -6.4% | +50.1% | -56.5% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling