+48.3%
XLE vs O
+11.2%
+37.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | +11.8% | -1.9% | +13.7% | +12.2% |
| 3M | +9.8% | +3.8% | +6.0% | +8.9% |
| 6M | +15.6% | -4.7% | +20.3% | +18.0% |
| YTD | +45.3% | +12.5% | +32.8% | +35.0% |
| 1Y | +48.3% | +10.8% | +37.5% | +39.8% |
| All | +48.3% | +11.2% | +37.1% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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