+43.6%
XLE vs ALL
+28.6%
+15.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.4% | +0.4% |
| 7D | -12.0% | -1.9% | -10.0% | -11.9% |
| 30D | -2.7% | +13.8% | -16.5% | -4.3% |
| 3M | +6.6% | -7.0% | +13.6% | +6.7% |
| 6M | +9.5% | +18.0% | -8.5% | +7.8% |
| YTD | +40.6% | +24.2% | +16.4% | +38.1% |
| 1Y | +43.6% | +31.2% | +12.4% | +38.6% |
| All | +43.6% | +28.6% | +15.0% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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