+49.9%
XLE vs C
+27.1%
+22.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.7% | -6.4% | -4.5% |
| 7D | -7.2% | +1.1% | -8.3% | -7.0% |
| 30D | +0.1% | -2.4% | +2.5% | -0.1% |
| 3M | +9.2% | -8.4% | +17.6% | +8.3% |
| 6M | +8.4% | +0.3% | +8.0% | +8.8% |
| YTD | +44.9% | +9.1% | +35.8% | +46.7% |
| 1Y | +49.9% | +26.0% | +23.8% | +48.5% |
| All | +49.9% | +27.1% | +22.7% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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