+181.3%
XLE vs NOC
+186.7%
-5.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +0.3% | -1.6% | +1.9% | +0.9% |
| 30D | +8.5% | -10.4% | +18.9% | +12.8% |
| 3M | +14.6% | -5.6% | +20.2% | +16.5% |
| 6M | +17.6% | -30.4% | +48.0% | +33.3% |
| YTD | +48.1% | -8.5% | +56.6% | +50.5% |
| 1Y | +53.8% | -8.3% | +62.1% | +55.8% |
| 3Y | +56.2% | +28.2% | +28.0% | +33.9% |
| 5Y | +227.7% | +56.7% | +171.0% | +149.3% |
| 10Y | +181.3% | +189.3% | -8.0% | +79.5% |
| All | +181.3% | +186.7% | -5.4% | +79.5% |
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