+176.5%
XLE vs NOC
+159.4%
+17.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +4.4% | +4.5% | -0.2% | +2.7% |
| 30D | -4.3% | +14.1% | -18.3% | -8.8% |
| 3M | +6.0% | -4.5% | +10.5% | +7.5% |
| 6M | +13.2% | -0.8% | +14.0% | +12.7% |
| YTD | +46.7% | -2.5% | +49.3% | +45.5% |
| 1Y | +46.6% | -0.1% | +46.7% | +43.9% |
| 3Y | +69.6% | +24.6% | +45.0% | +48.0% |
| 5Y | +166.5% | +65.6% | +100.9% | +98.8% |
| All | +176.5% | +159.4% | +17.0% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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