+207.8%
XLE vs COMP
-52.8%
+260.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +7.7% | -12.5% | -5.1% |
| 7D | -7.2% | +9.5% | -16.7% | -7.6% |
| 30D | +0.1% | +8.1% | -8.0% | -0.3% |
| 3M | +9.2% | -16.3% | +25.5% | +9.8% |
| 6M | +8.4% | +42.2% | -33.8% | +5.3% |
| YTD | +44.9% | -5.0% | +49.9% | +43.7% |
| 1Y | +49.9% | +20.1% | +29.8% | +46.1% |
| 3Y | +61.1% | +358.4% | -297.3% | +39.1% |
| 5Y | +163.4% | -21.9% | +185.3% | +145.7% |
| All | +207.8% | -52.8% | +260.6% | +207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling