+1,024.7%
XLE vs NOC
+2,678.3%
-1,653.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.1% |
| 7D | +2.2% | -5.2% | +7.4% | +4.3% |
| 30D | +11.8% | -7.2% | +19.0% | +15.0% |
| 3M | +9.8% | -5.1% | +14.9% | +11.6% |
| 6M | +15.6% | -31.1% | +46.7% | +32.4% |
| YTD | +45.3% | -8.6% | +53.8% | +48.1% |
| 1Y | +48.3% | -9.7% | +58.0% | +51.6% |
| 3Y | +55.4% | +24.3% | +31.2% | +35.8% |
| 5Y | +216.1% | +52.6% | +163.5% | +148.4% |
| 10Y | +178.4% | +183.6% | -5.2% | +65.2% |
| All | +1,024.7% | +2,678.3% | -1,653.6% | +196.3% |
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