-8.0%
T vs XLE
+41.9%
-49.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +1.7% | -7.9% | +9.6% | +3.4% |
| 30D | -1.7% | -4.8% | +3.1% | -1.3% |
| 3M | -7.3% | +8.4% | -15.7% | -10.5% |
| 6M | -11.2% | +12.7% | -23.9% | -15.8% |
| YTD | -8.1% | +41.3% | -49.3% | -16.8% |
| All | -8.0% | +41.9% | -49.9% | -17.0% |
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