+54.7%
XLE vs NOC
+27.2%
+27.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.5% |
| 7D | +2.2% | -5.2% | +7.4% | +2.9% |
| 30D | +11.8% | -7.2% | +19.0% | +12.9% |
| 3M | +9.8% | -5.1% | +14.9% | +10.5% |
| 6M | +15.6% | -31.1% | +46.7% | +22.3% |
| YTD | +45.3% | -8.6% | +53.8% | +46.1% |
| 1Y | +48.3% | -9.7% | +58.0% | +49.4% |
| All | +54.7% | +27.2% | +27.5% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling