+15.6%
XLE vs COMP
+12.9%
+2.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.8% |
| 7D | +2.2% | +1.4% | +0.8% | +2.5% |
| 30D | +11.8% | -13.3% | +25.1% | +9.4% |
| 3M | +9.8% | +41.1% | -31.3% | +16.3% |
| 6M | +15.6% | +17.2% | -1.6% | +25.3% |
| All | +15.6% | +12.9% | +2.7% | +25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling