+998.7%
XLE vs NOC
+2,859.7%
-1,861.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | -0.3% |
| 7D | -6.7% | -0.3% | -6.4% | -6.6% |
| 30D | -4.4% | +14.1% | -18.5% | -9.3% |
| 3M | +4.0% | -4.6% | +8.6% | +5.6% |
| 6M | +13.2% | +0.7% | +12.4% | +11.9% |
| YTD | +41.9% | -2.6% | +44.5% | +40.9% |
| 1Y | +41.6% | -1.0% | +42.6% | +39.5% |
| 3Y | +64.0% | +24.5% | +39.5% | +43.5% |
| 5Y | +158.1% | +64.3% | +93.8% | +97.0% |
| 10Y | +163.9% | +162.8% | +1.2% | +61.6% |
| All | +998.7% | +2,859.7% | -1,861.0% | +181.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling