+994.0%
XLE vs NOC
+2,808.3%
-1,814.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.5% |
| 7D | -7.9% | -2.9% | -5.0% | -6.8% |
| 30D | -4.8% | +12.1% | -17.0% | -9.1% |
| 3M | +8.4% | -5.3% | +13.6% | +10.3% |
| 6M | +12.7% | -1.0% | +13.7% | +12.2% |
| YTD | +41.3% | -4.3% | +45.6% | +41.3% |
| 1Y | +42.3% | -3.6% | +45.9% | +41.7% |
| 3Y | +65.1% | +22.9% | +42.2% | +45.2% |
| 5Y | +150.2% | +60.4% | +89.8% | +92.9% |
| 10Y | +163.9% | +161.3% | +2.7% | +61.9% |
| All | +994.0% | +2,808.3% | -1,814.3% | +182.5% |
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 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