+198.7%
XLE vs COMP
-56.6%
+255.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.2% | +5.2% | -2.6% |
| 7D | -10.3% | -1.8% | -8.5% | -10.3% |
| 30D | -3.3% | -0.8% | -2.6% | -3.4% |
| 3M | +8.2% | -28.1% | +36.3% | +9.6% |
| 6M | +5.0% | +27.0% | -22.0% | +2.6% |
| YTD | +40.6% | -12.8% | +53.3% | +39.9% |
| 1Y | +45.0% | +4.9% | +40.1% | +42.4% |
| 3Y | +56.3% | +321.0% | -264.7% | +35.5% |
| 5Y | +152.2% | -25.6% | +177.8% | +135.3% |
| All | +198.7% | -56.6% | +255.3% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling