+179.2%
XLE vs O
+80.9%
+98.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +5.4% | -0.4% | +5.8% | +5.6% |
| 30D | -3.9% | +7.1% | -11.1% | -7.3% |
| 3M | +7.0% | -5.2% | +12.3% | +9.5% |
| 6M | +14.2% | -1.8% | +16.0% | +14.5% |
| YTD | +48.2% | +9.1% | +39.1% | +40.6% |
| 1Y | +47.7% | +9.7% | +38.0% | +39.8% |
| 3Y | +70.0% | +39.1% | +30.9% | +39.9% |
| 5Y | +169.1% | +8.4% | +160.8% | +148.8% |
| All | +179.2% | +80.9% | +98.3% | +120.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling