+53.3%
XLE vs NOC
-8.3%
+61.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | 0.0% | -2.7% | +2.7% | +0.3% |
| 30D | +12.6% | -8.9% | +21.5% | +13.7% |
| 3M | +11.8% | -3.7% | +15.5% | +12.3% |
| 6M | +16.1% | -30.8% | +46.9% | +23.1% |
| YTD | +46.9% | -7.9% | +54.8% | +45.3% |
| 1Y | +53.3% | -9.4% | +62.7% | +52.5% |
| All | +53.3% | -8.3% | +61.6% | +52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling