-7.4%
T vs XLE
+43.4%
-50.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.1% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -1.0% | -4.0% | +3.0% | -0.6% |
| 3M | -8.1% | +4.6% | -12.7% | -10.1% |
| 6M | -8.3% | +12.3% | -20.6% | -12.7% |
| YTD | -6.1% | +44.5% | -50.7% | -15.1% |
| 1Y | -7.4% | +42.4% | -49.8% | -16.5% |
| All | -7.4% | +43.4% | -50.8% | -16.5% |
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 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