+58.1%
XLE vs COMP
+353.8%
-295.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.7% | -10.8% | 0.0% |
| 7D | -12.0% | +13.4% | -25.4% | -12.0% |
| 30D | -2.7% | +11.1% | -13.8% | -2.7% |
| 3M | +6.6% | -18.8% | +25.4% | +6.7% |
| 6M | +9.5% | +10.5% | -1.0% | +9.2% |
| YTD | +40.6% | -3.4% | +44.0% | +41.1% |
| 1Y | +43.6% | +19.7% | +23.9% | +42.3% |
| 3Y | +58.1% | +381.6% | -323.5% | +44.0% |
| All | +58.1% | +353.8% | -295.7% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling