+58.1%
XLE vs ALL
+105.5%
-47.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.4% | +0.8% |
| 7D | -12.0% | -1.9% | -10.0% | -11.7% |
| 30D | -2.7% | +13.8% | -16.5% | -5.4% |
| 3M | +6.6% | -7.0% | +13.6% | +7.8% |
| 6M | +9.5% | +18.0% | -8.5% | +5.3% |
| YTD | +40.6% | +24.2% | +16.4% | +33.3% |
| 1Y | +43.6% | +31.2% | +12.4% | +34.4% |
| 3Y | +58.1% | +107.5% | -49.5% | +44.6% |
| All | +58.1% | +105.5% | -47.4% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling